How would I change it so that if a person clicked no, nothing happens?
Code:
    Private Sub Form1_FormClosing(ByVal sender As Object, ByVal e As System.Windows.Forms.FormClosingEventArgs) Handles Me.FormClosing
        If (e.CloseReason = CloseReason.UserClosing) Then
            MsgBox("Are you sure?", vbYesNo + vbQuestion, "Confirm")
            If vbYes Then
                Close()
                If vbNo Then
                End If
            End If
        End If
    End Sub
End Class