Closing exe problem

I have created a MdiForm with its various child forms.When I run my exe on the top right hand corner I have my X button which closes the exe. This is fine when the Mdiform is shown I want the user to be able to exit this way but when I am in a child form and they want to cancel the screen they click this X button also. This then closes the exe but when I am in a child screen I only want to close that screen not the exe.