C# close all forms

Your confirmation message is funny and result is unobvious =D

There are 2 solutions possible to your issue.

1) If user chooses to close application - don't display confirmation anymore

private static bool _exiting;

private void Form1_FormClosing(object sender, FormClosingEventArgs e)
{
    if (!_exiting && MessageBox.Show("Are you sure want to exit?",
                       "My First Application",
                        MessageBoxButtons.OkCancel,
                        MessageBoxIcon.Information) == DialogResult.Ok)
    {
        _exiting = true;
        // this.Close(); // you don't need that, it's already closing
        Environment.Exit(1);
    }
}

2) use CloseReason to confirm only user actions

private void Form1_FormClosing(object sender, FormClosingEventArgs e)
{
    if (e.CloseReason == CloseReason.UserClosing)
    {
        if(MessageBox.Show("Are you sure want to exit?",
                       "My First Application",
                        MessageBoxButtons.OkCancel,
                        MessageBoxIcon.Information) == DialogResult.Ok)
            Environment.Exit(1);
        else
            e.Cancel = true; // to don't close form is user change his mind
    }

}

Call the Environment.Exit(0); method

 private void btnExit_Click(object sender, EventArgs e)
{
    Environment.Exit(0);
}

I'm using this snippet always on my menu form. I hope this helps.

for (int i = Application.OpenForms.Count - 1; i >= 0; i--)
{
    if (Application.OpenForms[i].Name != "Menu")
    Application.OpenForms[i].Close();
}