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>WM_QUIT should tell the App to shut down, as opposed to WM_CLOSE, which tells the Window to close. Closing the top-level Window of an SDI app through WM_CLOSE should shut it down; WM_CLOSE to an MDI app shuts down the Window, but can leave other top-levels running.

Thanks. I tried this on Outlook and SDK Help so my guess is both are SDI applications. Although, I still don't know why they didn't QUIT. Mystery of nature...