I tried this one Check this is it work for you..
private void AddDriver_Window_FormClosing(object sender, FormClosingEventArgs e)
{
if( DialogResult.Cancel == MessageBox.Show("Do you want to exit programm","Alert",MessageBoxButtons.OKCancel))
{
e.Cancel = true;
textBox1.Focus();
}
}
this will popup a message box and if click cancel then automatically focus on the textbox1.