Closing MDIParent fails when child validation fails.

Okay here's the scenario (I'm using VS2005 pro):

I'm close a mdi child form with a text box that fails validation. In the
OnClosing event, I ask the user if they want to close anyway. If they answer
yes, I set e.Cancel to false. The form closes as it should.

Now, I try closing by clicking on the 'X' of the MdiParent. Same thing
happens ... however, in the OnClosing event of the MdiParent, the e.Cancel
event is set to true, the child form does not close, and the application
doesn't close.

Is this a bug? What would be the workaround?

Thanks Much,
Todd