Tkinter - catching window delete

[PoD]

I've been playing around with Tkinter for about a few days now and I've gotten a small app
to the point where I want it to bring up a "Do you want to save this file?" dialog when I
quit.
However I haven't been able to find how to catch the main window being closed by the window
manager.
The only doc that I have is 'An Introduction to Tkinter'.
Can anyone give me a clue please?

PoD.