Inserting a Red X to have users close the box

I was watching this video, however I am unable to create the Red X, unless I light the box the slide layer.  I also tried adding a marker, but that isn't the effect I want to have. 

 

I want the X to close out the box (I can create a trigger for this). 

 

https://www.youtube.com/watch?v=dOaDrU28MC0

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