Try this one.
First cancel the TabCloseClickEvent
then do whatever you want to do.
tabSet.addCloseClickHandler(new com.smartgwt.client.widgets.tab.events.CloseClickHandler() {
@Override
public void onCloseClick(TabCloseClickEvent event) {
event.cancel();
final Tab tab = event.getTab();
SC.confirm("Are you sure? You want to delete " + tab.getTitle()+" tab.",
new BooleanCallback() {
@Override
public void execute(Boolean value) {
if (value != null && value) {
tabSet.removeTab(tab);
}
}
});
}
});