What is the proper way to exit a CE .Net Compact Framework application?

I am trying to write a simple CE program in C#, using the .Net Compact Framework. The first thing this app does is open a login dialog box.  This dialog box also has an "Exit" button on it.  If the user hits the exit button, I simply want to exit.  I wrote the code this way:

     LogonDialog ld = new LogonDialog(cfgFN);
      DialogResult dr = ld.ShowDialog();
      if (dr == DialogResult.Cancel)
      {
          this.Close();
      }
      else
      {
                       .................
     }

When I execute the above code so and the user hits the Exit button, the app exits, but I get an ObjectDisposedException before it actually exits.  If I chang:

            this.Close();
to

             System.Windows.Forms.Application.Exit();
             return;

the app will return without this error.  But this code just doesn't look right to me.  What is the proper way to exit from a CE .Net application?  Are either of the above correct?

Thanks!