X11 -- how do you prevent window from closing if user closes it

[Peter Quiring]

I trying to use X11 and let's say I create a text editor.  Let's say the 
user is using the text editor, makes some changes and then clicks on the 
[X] to close the window before saving changes.    I want to popup a "are 
you sure" before the window is closed but X11 doesn't allow this.  How 
does Wine go about this problem?  In Windows this is easy, in the 
WindowProc() just ignore WM_CLOSE.

FYI :Porting some code over to Linux and need a little help.

Thanks.