Misleading cmd prompt message

this is not that critical, but since it has been bugging me for 2 years now, I'll ask.

I am a programmer, and I'm running a Grails compiler in Windows Command Prompt. When I need to terminate a process in cmd, I hit Ctrl + C. It will prompt me a confirmation message saying "Terminate Batch Job (Y/N)". There are times I just pressed those keys, but will change my mind, so I will choose to cancel the termination of the batch job. But it will always terminate even if I choose "N". In fact, it will terminate both on any character!!

Here is the screen shoot:

It also happened when I try to stop other batches. I'm wondering what has happened. Some sort of virus, maybe?