How to validate form on form close ?

Hi Experts,

I need to validate my User defined form on Close Button[X] like standard form.

My scenario is that I have one User defined form. I add validations on Add Button on before Action true. Validation Works when I Press Add Button. But when I press the Close[X] Button of the form it give the POP UP message "Do you want to save changes ?" if I press "Yes" then all record get Save without validation. I need to validate on same case. So how can i validate in this case.

Please Help me on this Issue.

- Regards

Vikas