Delphi 2007 "Ending Program...Please Wait" dialog when closing XP.

I have Delphi 2007 program that is getting a "Ending Program...Please Wait" dialog when I close Windows XP.  Why is the program getting causing message?
gdavidshawAsked:
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thiagoblimeiraCommented:
Try using User Profile Hive Cleanup

http://www.microsoft.com/downloadS/details.aspx?FamilyID=1b286e6d-8912-4e18-b570-42470e2f3582&displaylang=en

The User Profile Hive Cleanup service helps to ensure user sessions are completely terminated when a user logs off. System processes and applications occasionally maintain connections to registry keys in the user profile after a user logs off. In those cases the user session is prevented from completely ending.

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gdavidshawAuthor Commented:
What I am really looking for is the Sequence I should be going through to close the program.  I developed the program and I do not understand why it is having this problem.
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gtrifidisCommented:
Your application propably hangs and does not respond to the
WM_QUERYENDSESSION that Windows are sending to all apps when they are restarting or shutdown

Read this it might help you.
http://msdn.microsoft.com/en-us/library/aa376890(VS.85).aspx
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