I tried it with Tk::DialogBox. I added a cancel_button and a sub to exit.

#!/usr/bin/perl

use strict;
use warnings;
use Tk;
use Tk::DialogBox;

require Tk::Dialog;

my $mw = MainWindow->new;
my $d = $mw->Dialog(
        -title => "My Window", 
        -background => "white",
        -cancel_button => "Quit",
        -buttons  => [qw/Ok Quit/]);

my $frame0= $mw->Frame ();
$frame0->Label( 
        -text => "This is my window", 
        -background => "white")->pack;

my $answer = $d->Show();

Exit();

MainLoop();

sub Exit {
    exit 0;
}
[download]