Cancel a window closing in WPF

I am aware that this question is very similar to this one, but I would have thought the following code would have canceled the shutdown request, but it doesn't? Can anyone explain why?

namespace WpfApplication1
{
    /// <summary>
    /// Interaction logic for MainWindow.xaml
    /// </summary>
    public partial class MainWindow : Window
    {
        public MainWindow()
        {
            InitializeComponent();
            this.Closing += new System.ComponentModel.CancelEventHandler(MainWindow_Closing);            

        }

        private void button1_Click(object sender, RoutedEventArgs e)
        {
            Application.Current.Shutdown();
        }

        void MainWindow_Closing(object sender, System.ComponentModel.CancelEventArgs e)
        {
            e.Cancel = true;
        }        
    }
}