How give user an opportunity to exit a form

I have a form with one required field (in the table setup).  And I have the following code in the onclose event of the form.  But I want to give the user the opportunity to exit the form with no data entry if they want to do so.  Here is my code so far:

Private Sub Form_Close()

    If Nz(Me.txtCompanyName, "") = "" Then
        MsgBox "You must enter a company name!!!"
    Exit Sub
    End If

End Sub

How can I present them with a message box that will either let them stay in the form but return the focus to the txtCompanyName field, OR, let them leave the form with no data entry?