And here http://www.vbdotnetforums.com/windows-services/31889-shutdown-intercept-service.html

>Has anyone made use of the OnShutdown event in a Windows Service? I see there is an event for that. So, we can plug code in there. However, this is for someone who would reboot the server. While the service is in a loop, I would like to block the shutdown and send a message to the user, such as we see on regular services where we have to wait until the process finishes its loop, current process or else, and then that warning goes off by itself. There is still the possibility that the user can force an immediate reboot without waiting. But, that is ok. This is just how Windows is. At least, I need to send something to the user so he would know to wait a few seconds for an ongoing process to complete.