How do I fire a custom event from a User Control?

I have a very interesting task that I need help with. The description is as follows:

I have a user control (SomeUserControl), that I am using in a Main Window. I write my application entirely on SomeUserControl, and Main Window is hosting SomeUserControl and nothing else.

Right now I have a shutdown button (in SomeUserControl), that is supposed to close the Main Window. The reason for this is that I do not want anything from SomeUserControl to close the application itself, but to fire an event from SomeUserControl, and Main Window receives it, and Main Window will close the application instead of SomeUserControl.

How do I do it? I am not familiar with the concept of creating and handling custom events, so if someone could explain it in words and in code as an example, I will be very grateful to you!

Edit: Here's my code so far.

(in Window 2)

Public Event CloseApp As EventHandler

Private Sub CancelButton_Click(sender As System.Object, e As System.Windows.RoutedEventArgs) Handles CancelButton.Click
    DialogResult = False
    RaiseEvent CloseApp(Me, New EventArgs)
End Sub

(In Main Window) Public loginPage As New LoginPage

Public Sub New()
    InitializeComponent()
    AddHandler loginPage.CloseApp, AddressOf Me.ShutDownJobChangeWindow
End Sub

Private Sub ShutDownJobChangeWindow(ByVal sender As Object, ByVal e As EventArgs)
    Application.Current.Shutdown()
End Sub

Goal: I want to close the application when I click cancel in Window 2, but I don't want to do it in such a way that Window 2 closes itself, but by sending some notification to Main Window, and Main Window closes the application.