[RESOLVED] I received help on a VB 6.0? but I'm still confused please explain.

[GreeDee]

So on this thread
http://www.vbforums.com/showthread.php?t=364968
Two fine posters showed me how to do a (Are You Sure Y/N?) box. Out of curiousity the one that was to be posted in my cmdExit bar has to be clicked on "Yes" twice in order for it to exit. Is that normal or have I done something wrong? Here is the code I was given.

Private Sub cmdExit_Click()
If MsgBox("Are you sure you want to quit?", vbExclamation + vbYesNo) = vbNo Then
  Exit Sub
  End If
  Unload Me
End Sub

The Unload Me comment, I've tried to name my form, but that just causes errors, whereas the unload me works, only "yes" has to be clicked twice.

Again many thanks from the gurus in advance.