private void UXButton2_Click(object sender, RoutedEventArgs e)
{
    UXMessageBox.Show(

        // owner of the message box
        null, 

        // message
        "Do you want to save this document before the application closes?",

        // caption
        "Notepad",

        // predefined buttons
        Intersoft.Client.UI.Aqua.UXDesktop.MessageBoxButton.YesNoCancel,

        // predefined image
        MessageBoxImage.Question,

        // callback handler for the close event
        (dialogResult) =>
        {
            if (dialogResult == Intersoft.Client.Framework.DialogResult.OK)
            {
                // save the document
            }
        }
    );
}