Hi Sai,

Kindly use the below solution :

Perform the following local-change: 

1. Change the CloseWindow function:

function CloseWindow(event)

{

           var r = confirm( "Are you sure you want to close? Any changes will be discarded.");

           if ( r == true) {

             pega.u.d.activeGrid.cancelModal(event);

           }

}

2. Also add a parameter (script:event) to the runScript of the Cancel button.

Hope this resolve the issue for you.

Thanks:

Gurpreet