Intercept the signal for TerminateProcess

Hi,
I have a process, and i want to call an exit procedure when the process is killed by the command "terminate process" from the task manager.
What API's of Windows NT can use to interept this signal and then call my procedure.

thanks
didedeAsked:
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incahCommented:
I am calling exit procedures, in response to the WM_CLOSE message, which I get whenever the process is killed as well as
when it is closed normally.
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didedeAuthor Commented:
Can i have an example of code, and i think it's dont work for process working as service on windows NT.
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incahCommented:
LRESULT CALLBACK WndProc( HWND hWnd, UINT uMsg, WPARAM wParam, LPARAM lParam )
{
  switch(uMsg) {
       .
       .
       .
  case WM_CLOSE:
       /********************************
       Do whatever cleanup you want here
       *********************************/
       DestroyWindow(hWnd);
       break;
  case WM_DESTROY :
       PostQuitMessage(0);
       break;
  default :
       return( DefWindowProc( hWnd, uMsg, wParam, lParam ) );
  }
  return(0L);
}
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