Disabling the Windows "Close" Button (The BIG RED 'X')

It mostly works, but the problem I run into is that when the portion of my macro that closes Excel runs, the message box pops up again, preventing Excel from closing.

The code with the popup preventing Excel from closing using the windows 'X'

Private Sub Workbook_BeforeClose(Cancel As Boolean)
'
  MsgBox "Please select the 'Save & Close' button to close this program. Thank You."
  Cancel = True
End Sub

The code saving the workbook and trying to close Excel

Sub CloseWorkbooks()
'
' CloseWorkbooks Macro
'
    For Each w In Application.Workbooks
        w.Save
    Next w
    Application.Quit
End Sub