' Call this method from the Load method of your form.
Private Sub OtherInitialize()
    ' Exchange commented line and note the difference.
    Me.isDataSaved = True
    'Me.isDataSaved = False
End Sub 'OtherInitialize

Private Sub Form1_Closing(sender As Object, e As _
   System.ComponentModel.CancelEventArgs) Handles MyBase.Closing
    If Not isDataSaved Then
        e.Cancel = True
        MessageBox.Show("You must save first.")
    Else
        e.Cancel = False
        MessageBox.Show("Goodbye.")
    End If
End Sub 'Form1_Closing

// Call this method from the constructor of your form
    private void OtherInitialize() {
       this.Closing += new CancelEventHandler(this.Form1_Closing);
       // Exchange commented line and note the difference.
       this.isDataSaved = true;
       //this.isDataSaved = false;
    }

    private void Form1_Closing(Object sender, CancelEventArgs e) {
       if (!isDataSaved) {
          e.Cancel = true;
          MessageBox.Show("You must save first.");
       }
       else {
          e.Cancel = false;
          MessageBox.Show("Goodbye.");
       }
    }

private:
   // Call this method from the InitializeComponent() method of your form
   void OtherInitialize()
   {
      this->Closing += gcnew CancelEventHandler( this, &Form1::Form1_Cancel );
      this->myDataIsSaved = true;
   }

   void Form1_Cancel( Object^ /*sender*/, CancelEventArgs^ e )
   {
      if ( !myDataIsSaved )
      {
         e->Cancel = true;
         MessageBox::Show( "You must save first." );
      }
      else
      {
         e->Cancel = false;
         MessageBox::Show( "Goodbye." );
      }
   }