It is true that the event will not fire when you close the browser, but the event
will fire when the Session object times out. The default timeout is 20 minutes.
I notice you said Personal Web Server. The Session_OnEnd event was buggy in PWS and the fact that it wouldn't fire was a common complaint. Do you have a full blown IIS server you could test your code on? I'm sure it would work then.
HTH
"It is an important and popular fact that things are not always what they seem. For instance, on the planet Earth, man had always assumed that he was more intelligent than dolphins because he had achieved so much -- the wheel, New York, wars and so on -- whilst all the dolphins had ever done was muck about in the water having a good time. But conversely, the dolphins had always believed that they were far more intelligent than man -- for precisely the same reasons." - Douglas Adams