Cannot catch WM_CLOSE in IMessageFilter.PreFilterMessage

[ah.ping.luk]

Dear All,

i want to catch the application event (WM_CLOSE) in a user control.

i create a class that implement the IMessageFIlter interface as
follow:

'================================================= ==
Imports System.Windows.Forms
Public Class ClosingControl
Inherits System.Windows.Forms.UserControl
Implements IMessageFilter

Private gbClosed As Boolean = False

Function PreFilterMessage(ByRef m As Message) As Boolean Implements
IMessageFilter.PreFilterMessage

Dim WM_CLOSE As Integer = &H10

If m.Msg = WM_CLOSE Then

gbClosed = True

MsgBox("close")

End If

Return False

End Function

Private Sub UserControl1_Load(ByVal sender As System.Object, ByVal e
As System.EventArgs) Handles MyBase.Load

Application.AddMessageFilter(me)

End Sub

End Class

'================================================= ==

in a window form, i add an instance of the ClosingControl
(ClosingControl1) to the window form (say Form1).
but when i press the upper right 'X' close button of the window form,
Form1, the PreFilterMessage can't catch the WM_CLOSE message..

i check that there is no such message passing into the function
PreFilterMessage...

can anybody tell me why?
how can i catch the application exit signal in a user control?
(for some reason, i can't use the Form.close event, as the user
control
will be hosted in internet explorer)

thank you very much

lsp