>>When you shutdown Windows, all applications receives WM_SHUTDOWN message (if my memory serves me right). So, after issuing the call to ExitWindowsEx function, your application will receive the mesage from Windows to shutdown itself. Obviously, you have to close all tables before shutdowning (or, at least, close them in ON SHUTDOWN routine)
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>That couldn't be true, else VFP itself would hang when there are open tables and you shutdown Windows from the Start menu.
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>There's something else going on, but I don't know what. :)

I dunno what you mean, but I just did an simple experiment. I opened the table in VFP and then did the shutdown of Windows via Start->Shutdown button. VFP has been shutdowned without any problem and the table has been closed properly during VFP shutdown. But I would repeat that it would be better to close the tables before issuing shutdown...