(Mouse Wheel) Exiting program crashes Visual Basic

Hi!

NOTE: this question is worth more points than I have assigned to it, but this is all I have at the moment. Ill leave it
          open for a few days (a week or more), and increase the points as I get them.


I have added MouseWheel functionality to my app.  (Like in this example http://www.vbthunder.com/source/ui/mousewheel.zip)
Everything works perfectly until I exit my program.

There are three methods to exit my app: By clicking [X] on form, by clicking Command Button and through Menu.
Clicking on Command Button works well, while other methods craches my app.
This is weird becouse Menu Item, and command button execute the same code.

Here is the code:
----------------------------------
Private Sub cmdExit_Click()           'Code for 'Exit' Button    (Terminates app without problems)
    Unload frmMain
End Sub

Private Sub mnuExit_Click()           'Code for 'Exit' Menu Item        (CRASH)    
    Unload frmMain
End Sub

Private Sub Form_Unload(Cancel As Integer)                              'Code for frmMain's unload event

    respond = MsgBox("Do you wish to exit?", vbYesNo, "Caution!")
    If respond = vbNo Then Cancel = True

    If Cancel = False Then
        MWheel1.DisableWheel
        End
    End If

End Sub
----------------------------------

I have tried to remove 'End' which comes after  'MWheel1.DisableWheel', and then app doesn't crash, but
it doesn't exit completely. (I have to press VB's 'Stop' button to return to Design Mode)
If I compile an exe without 'End' and run it, app remains in taskbar after exiting.

I have tried to use other examples for capturing Mouse Wheel (from internet), and, alone, they work, but when I try
to implement them in my app they all crash on exit.

Questions:

What is the problem in my app? Why does it crash?  As far as I can see, there's no reason for crashing becouse it allways unhooks messages before exiting. Or is there something I'm missing?

Thanx!