Windows\App shut down? (OT?)

Hi all,

This probably isn't the appropriate place to ask this question - my
apologies in advance.  I hope someone might suggest a more appropriate
place to ask this...

I have a windows app running on a machine.  If a user goes to
Start-->Shut Down to shut down the system, what can I expect to happen
to my app as far as it shutting down?  Does it just get a hard 'END'
message or is the shut down of the app more controlled?  App is in C#
for net 2.0...

Thanks,
Peter