Cancel button question

I have a number of forms with a cancel button. If the user clicks on the
cancel button they get a standard Access message box. I want the use to see
a box that says "You haven't changed anything? There is nothing to cancel.
Did you mean to Close the form? If so click Yes"
And the message box would have yes/ no buttons. The creation of the message
box is OK I can do that but how do intercept the Access message box and what
code do I need to use to check whether anything has changed?
Thanks
Tony