Swing/AWT/SWT :: Program Doesn't Close Through JDialog Box

I have a practice exercise here wherein I will add a JOptionPane to a program. When the close button is clicked, the JOptionPane will appear asking the user to exit the program. If the user clicks "Yes," it'll, of course, close the entire program and not just the JOptionPane, but if the user clicks "No," it will return to the program. Please refer to my code below:

try
{
output = new DataOutputStream(new FileOutputStream("ProjSixExe4.dat"));
}
catch(IOException ex) {
this.dispatchEvent(new WindowEvent(this, WindowEvent.WINDOW_CLOSING))
}
final JOptionPane optionpane = new JOptionPane("Are you sure you want to quit
this program?", JOptionPane.QUESTION_MESSAGE, JOptionPane.YES_NO_OPTION);
this.setDefaultCloseOperation(WindowConstants.EXIT_ON_CLOSE);

The exercise said it must be placed before the EXIT_ON_CLOSE portion.