Ok, so now I know can't get that "x" feature to work on Msg box. For the vbYesNoCancel, I input this code:
Private Sub Form_BeforeUpdate(Cancel As Integer)
Select Case MsgBox("Save?", vbYesNoCancel)
Case vbYes 'go ahead and save.
'do nothing
Case vbNo 'undo the changes.
Cancel = True
Me.Undo...