The form's FormClosing event handler receives a parameter e that has property CloseReason that tells you why the form is closing. The following code displays the reason to the user:

// Tell the user why the form is closing.
private void Form1_FormClosing(object sender, FormClosingEventArgs e)
{
    MessageBox.Show(e.CloseReason.ToString());
}

The CloseReason can be one of:

Name	Meaning
None	Unknown reason.
WindowsShutDown	Windows is shutting down.
MdiFormClosing	The parent of this MDI form is closing.
UserClosing	The user is closing the form by clicking the close (X) button, using the form's system menu, or pressing Alt-F4. This is also the reason if the code executes the form's Close method.
TaskManagerClosing	The Task Manager is killing the form.
FormOwnerClosing	The owner form is closing.
ApplicationExitCall	The program called Application.Exit.