Get control of button clicked when I close a folder.

Hi all,
Situation: I click on the X at the upper right corner to close a folder; Excel automatically pops up a MsgBox asking if I want to save the changes. Four buttons are available, Save, Don't save, Cancel, Close pop up.
Question: Is there a way to know what button the user has chosen? In a macro I would then do one thing or another depending on the button clicked.
Thank you!