import wx

class MainFrame(wx.Frame):
    def __init__(self, parent):
        super(MainFrame, self).__init__(parent)
        self.button1 = wx.Button(self, label="Egyik")
        self.button2 = wx.Button(self, label="Másik")

        main_box = wx.BoxSizer(wx.VERTICAL)
        main_box.Add(self.button2)
        main_box.Add(self.button1)        
        self.SetSizer(main_box)
        
        self.Bind(wx.EVT_CLOSE, self.on_close_window)
        
    def on_close_window(self, event):
        md = wx.MessageDialog(self, 'Biztos?', 'Kérdés',
            wx.YES_NO|wx.NO_DEFAULT|wx.ICON_QUESTION)
        if md.ShowModal() == wx.ID_YES:
            self.Destroy()
        else:
            event.Veto()

class ValamiApp(wx.App):
    def OnInit(self):
        frame = MainFrame(None)
        frame.Show()
        return True

app=ValamiApp()
app.MainLoop()