How can I catch/override the Modal Dialog click off of warning event behavior?

How can I catch the Modal Dialog click off of warning event?

What I am trying to do is provide a short customizable dialog that cuts out other surrounding widgets EVT_ENTER_WINDOW and other events from firing off when shown.
Normally when you try to click off a modal dialog, it sounds the bell and sometimes flashes in the taskbar.

What I want to do is either override that clicking off modalism, so instead of warning bell/flashing I could have a custom destroy function.
This would seem a bit easier in theory than unbinding all widget, then rebinding them after destroy.

Is this possible? Not sure where to start looking if at all…