def OnClose(self, event):
            
                if event.CanVeto() and self.fileNotSaved:
                
                    if wx.MessageBox("The file has not been saved... continue closing?",
                                     "Please confirm",
                                     wx.ICON_QUESTION | wx.YES_NO) != wx.YES:
                    
                        event.Veto()
                        return
    
                self.Destroy()  # you may also do:  event.Skip()
                                # since the default event handler does call Destroy(), too