>This sounds interesting tho : http://www.sivachandran.in/2012/03/handling-pre-shutdown-notification-in-c.html

In there, the following explains exactly the situation that we have to negotiate with:

"The limitation of OnShutdown method is, limited time given for the cleanup work and there is no guarantee that other essential services(e.g. DB, EventLog) are running. The last point is the fundamental reason why Microsoft brought this pre-shutdown notification."

I took a look at that approach. So far, I have this:

    Public Sub New()
        CanStop = True
        CanShutdown = True
        CanPauseAndContinue = False

        Dim acceptedCommandsFieldInfo As System.Reflection.FieldInfo = GetType(ServiceBase).GetField("acceptedCommands", _
         System.Reflection.BindingFlags.Instance Or System.Reflection.BindingFlags.NonPublic)
        If acceptedCommandsFieldInfo Is Nothing Then
            'Throw ApplicationException("acceptedCommands field not found")
        End If
        Dim value As Integer = CInt(acceptedCommandsFieldInfo.GetValue(Me))
        acceptedCommandsFieldInfo.SetValue(Me, value Or SERVICE_ACCEPT_PRESHUTDOWN)
    End Sub

I added the necessary code in the constructor. However, if the last line is executed, the OnStart() will never fire. If I comment that line, the service starts successfully. I have taken a look at examples on the net and they all use it like that. The only difference is that all those examples are C#. I do not know if this could have an impact here.