For starters, totally do-able. I even added a way to disable the
right-click in any cell!

Step1: Write code in the "ThisWorkBook" module to declare a class to capture our events.
Step2: Write class to initialize and attach to Excel.
Step3: Write Close event and code to handle users response to the save question.
Step4: Enjoy!

VB Code:
  1. 'Name: 'ThisWorkBook' Object Module

  2. Option Explicit

  3.  
  4. Private RD As clsMyEvents

  5.  
  6. Private Sub Workbook_Open()

  7.     Set RD = New clsMyEvents

  8.     MsgBox "My Events Created!", vbOKOnly + vbInformation, "My Excel Events"

  9. End Sub

  10.  
  11.  
  12. 'Name: clsMyEvents

  13. 'Instancing: Private

  14. Option Explicit

  15.  
  16. Public goXL As Excel.Application

  17.  
  18. Public WithEvents MyEvents As Excel.Workbook

  19.  
  20. Private Sub Class_Initialize()

  21.     Set goXL = GetObject(, "Excel.Application")

  22.     Set MyEvents = goXL.ActiveWorkbook

  23. End Sub

  24.  
  25. Private Sub MyEvents_BeforeClose(Cancel As Boolean)

  26.     Dim iResp As Integer

  27.     iResp = MsgBox("RobDog888: Do you want to save your workbook?", vbYesNoCancel + vbQuestion, "My Excel Events")

  28.     If iResp = vbYes Then

  29.         goXL.ActiveWorkbook.Save

  30.         If goXL.ActiveWorkbook.Saved = True Then

  31.             MsgBox "Saved!", vbOKOnly + vbInformation, "My Excel Events"

  32.         Else

  33.             MsgBox "Error Saving Workbook!" & vbNewLine & "Sorry!", vbOKOnly + vbCritical, "My Excel Events"

  34.         End If

  35.     ElseIf iResp = vbCancel Then

  36.         Cancel = True

  37.     End If

  38. End Sub

  39.  
  40. Private Sub MyEvents_SheetBeforeRightClick(ByVal Sh As Object, ByVal Target As Range, Cancel As Boolean)

  41.     MsgBox "No Right-Clicking!", vbOKOnly + vbInformation "My Excel Events"

  42.     Cancel = True

  43. End Sub
If you have any trouble I can attach the working Workbook example.

VB/Outlook Guru!