C#

protected override void OnClosing(CancelEventArgs e)
{
    DialogResult r;
    r = MessageBox.Show("Do you want to quit?", "Quiting",
        MessageBoxButtons.YesNo, MessageBoxIcon.Information);
    if(r == DialogResult.No)
        e.Cancel = true;
    base.OnClosing (e);
}

using System;
using System.Runtime.InteropServices;

namespace Example
{
	class ConsoleClass
	{
		private const int STD_OUTPUT_HANDLE  = -11;
		private const byte EMPTY = 32;
		private int hConsoleHandle;

		public ConsoleClass()
		{
			hConsoleHandle = GetStdHandle(STD_OUTPUT_HANDLE);
		}

		[StructLayout(LayoutKind.Sequential)]
			struct COORD
		{
			public short x;
			public short y;
		}

		[StructLayout(LayoutKind.Sequential)]
			struct SMALL_RECT
		{
			public short Left;
			public short Top;
			public short Right;
			public short Bottom;
		}
		
		[StructLayout(LayoutKind.Sequential)]
			struct	CONSOLE_SCREEN_BUFFER_INFO
		{
			public COORD dwSize;
			public COORD dwCursorPosition;
			public int wAttributes;
			public SMALL_RECT srWindow;
			public COORD dwMaximumWindowSize;
		}

		[DllImport("kernel32.dll", EntryPoint="GetStdHandle", SetLastError=true, 
		 CharSet=CharSet.Auto, CallingConvention=CallingConvention.StdCall)]
		private static extern int GetStdHandle(int nStdHandle);

		[DllImport("kernel32.dll", EntryPoint="FillConsoleOutputCharacter", SetLastError=true, 
			 CharSet=CharSet.Auto, CallingConvention=CallingConvention.StdCall)]
		private static extern int FillConsoleOutputCharacter(int hConsoleOutput, 
									byte cCharacter, int nLength, COORD dwWriteCoord, 
									ref int lpNumberOfCharsWritten);

		[DllImport("kernel32.dll", EntryPoint="GetConsoleScreenBufferInfo", SetLastError=true, 
			 CharSet=CharSet.Auto, CallingConvention=CallingConvention.StdCall)]
		private static extern int GetConsoleScreenBufferInfo(int hConsoleOutput, 
									ref CONSOLE_SCREEN_BUFFER_INFO lpConsoleScreenBufferInfo);

		[DllImport("kernel32.dll", EntryPoint="SetConsoleCursorPosition", SetLastError=true, 
							CharSet=CharSet.Auto, CallingConvention=CallingConvention.StdCall)]
		private static extern int SetConsoleCursorPosition(int hConsoleOutput, COORD dwCursorPosition);

		public void Clear()
		{
			int hWrittenChars = 0;
			CONSOLE_SCREEN_BUFFER_INFO strConsoleInfo = new CONSOLE_SCREEN_BUFFER_INFO();			
			COORD Home;		
			Home.x = Home.y = 0;
			GetConsoleScreenBufferInfo(hConsoleHandle, ref strConsoleInfo);
			FillConsoleOutputCharacter(hConsoleHandle, EMPTY,
					strConsoleInfo.dwSize.x * strConsoleInfo.dwSize.y, Home, ref hWrittenChars);
			SetConsoleCursorPosition(hConsoleHandle, Home);
		}
	}

	class Demo
	{
		[STAThread]
		static void Main(string[] args)
		{
			ConsoleClass ClearMyConsole = new ConsoleClass();
			Console.WriteLine("THIS IS FIRST LINE");
			Console.ReadLine();
			ClearMyConsole.Clear();
			Console.WriteLine("THE CONSOLE WAS CLEARED");
			Console.WriteLine("Hit Enter to Terminate");
			Console.ReadLine();
		}
	}
} 

csc /t:winexe /win32icon:app.ico assemblyinfo.cs ConsoleWriter.cs Main.cs WinConsole.cs

csc /t:library /out:WinConsole.dll WinConsole.cs ConsoleWriter.cs