在Java中选择showMessageDialog框右上角的x按钮退出系统？

I want to know how to cause a program to exit upon selecting the X button of a showMessageDialog dialog box. Currently whenever I do this, it simply continues running the code or, in the case of confirm or option dialog boxes, selects the 'Yes' option. Is it possible to include this kind of command in the code for the dialog box? For example:I want to know how to cause a program to exit u