When you click the close button in the top right corner the application closes. If you want to do something before the application closes (e.g. show a dialog with OK and Cancel options) or prevent it from closing, this is possible.

Make a class in your module that extends org.openide.modules.ModuleInstall. There is a Module Installer template that will create this class for you.

Override the closing method and insert your special logic. If you return false the application will not exit.