How do i catch an application exit.

I was wondering, how can i catch the event when someone clicks on the little X in the right corner of an application? I need to do some processing and checking right before the application closes i just dont see what to catch to be able to do that.

Use the Closing event of the form

Code:

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private void YourForm_Closing(object sender, System.ComponentModel.CancelEventArgs e)
{
        //to cancel closing of the form
        //e.Cancel = true;       
}

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I must have not had the form active when i clicked the little lightning bolt in VS.NET, thanks again Serge!