#$dialog -> protocol( 'WM_DELETE_WINDOW'=>sub {exit(); } );

$mw->protocol('WM_DELETE_WINDOW', [ \&ExitApplication, $mw] );

# ------------------------------------------------------------
sub ExitApplication {
    my ($mw) = @_;
    my $dialog = $mw->Dialog(-text => 'Programm wirklich beenden?',
                             -bitmap => 'question',
                             -title => 'Programm beenden',
                             -default_button => 'Yes',
                             -buttons => [qw/Ja Nein/],
                             );

    my $answer = $dialog->Show(); # and display dialog
    if( lc($answer) eq 'ja' ){
        exit;
        # oder: $mw->destroy();
    }
    else {
        # continue
    } # else

} # ExitApplication