Cancel a Form's DB Action

Hi,

I have a case where I don't want to save a record to a table if the user
clicks the X in the upper right corner of the form.
In the before update event, I set cancel=true and this stops the save action
just as I wanted - except I still get this message

"You can't save this record at this time" .....click Yes to close DB object

I don't want this message. "docmd.setwarnings false" does not suppress the
message and I can't seem to trap an error anywhere.

How can I prevent this message from being displayed?

Thanks - Dave H.