Windows will kill our process immediately after we return from handling the WM_ENDSES...

Windows will kill our process immediately after we return from handling the WM_ENDSESSION message, so we have to clean-up explicitly *before* returning from the message handler. Not nice, but there is no other way. Also, as Windows will kill our process anyway and thus prevent a proper application shutdown, we can just call exit() from the message handler. This makes sure nothing "unexpected" can happen in the short moment that our application would continue to run after returning from the message handler.