I'm using preferences_page class to create preferences menu and have this questions:
Are there any notifications for my DialogProc function from Close and Save all buttons from Preferences menu ?
if no, what does these two buttons do (with the except of closing menu ) ?
if yes, how should I handle it ?

There are no special notifications for these buttons. As far as I remember, closing the preferences window will just destroy the active page, i.e. you will receive a WM_DESTROY message. The "Save All" button will destroy the active page (again you will get a WM_DESTROY) before saving the playlists, the media library and the configuration file as usual. After that it will recreate the active page.

ok, thanks for replay