Yeah, it writes the file but i have to click the close button 2-3 times 
Double Close!
Lets see all of your source code and than maybe we can do this.
Mhm
Maybe make a double or triple close command when it closes ,
.
And if the file is still writing , i think you should put the writing command in a timer , so when at the form close event u can put
a yes or no msgbox , and if he presses yes the operation cancels , and if he presses no the file continues writing
I'm not that expert but i think i might help you
Anyways if msgbox is so complicated you can always make another form .
I didn't place code cause my visual basic is fucked up so i'm downloading it all over again.
Maybe make a double or triple close command when it closes ,
.And if the file is still writing , i think you should put the writing command in a timer , so when at the form close event u can put
a yes or no msgbox , and if he presses yes the operation cancels , and if he presses no the file continues writing
I'm not that expert but i think i might help you
Anyways if msgbox is so complicated you can always make another form .
I didn't place code cause my visual basic is fucked up so i'm downloading it all over again.