Closing a sub-window [MaxGUI]

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I am making a program that opens up a little window(MENU_NEW) if you click a menu option it's written like this(not all the code):
While WaitEvent()

	Select EventID()
	
		Case EVENT_WINDOWCLOSE			
			End
			
		Case EVENT_MENUACTION
			
			Select EventData()
							
				Case MENU_EXIT
					End
		
				Case MENU_NEW								
                                 *Window code*
					
			End Select	
		
		Default					
		
	End Select

Wend

Problem is, when I click the close button in the corner of the little window, it closes both the main window and the little one. I only want it to close the little one. It seems to trigger the EVENT_WINDOWCLOSE, but that's the problem, it ends the program. How do I close only the little window without triggering the code under EVENT_WINDOWCLOSE? I'm guessing the little window should have its own seperate EVENT_WINDOWCLOSE?

-Thanks