OK, I did the same. The window closes there is no problem with that. But the problem is; I am using a process which uses soundcard inside the program, I play some voice on soundcard, and I want to stop it before user presses close button and closes application. I have the function that closes my process, I implemented an event handler to the exit event on exit menu item, and it worked. I wanted to do the same for event that works when close button is pressed, but this time my application window closes but the process does not, it still works. And when I hook up Task Manager i see that my application is also still working, which shows me that my window is destroyed but the application is still running.