The framework calls this member function when the user chooses to end the Windows session or when an application calls the ExitWindows Windows function.
afx_msg BOOL OnQueryEndSession( );
Nonzero if an application can be conveniently shut down; otherwise 0.
If any application returns 0, the Windows session is not ended. Windows stops calling OnQueryEndSession as soon as one application returns 0 and sends the WM_ENDSESSION message with a parameter value of FALSE for any application that has already returned nonzero.