Newbie question - COM warning upon shutting down windows


I am new as far as concerns COM, since I am taking over a project from a
I am faced with an COM server, that upon killing the task (by executing a
windows start/shutdown command for instance) reports the following :

There are still active COM objects in this applicartion. One or more clients
may have references to these objects, so manually closing this application
may cause those client application(s) to fail. Are you sure you want to
close this application ? (Yes/No)

I do need to be able to shutdown nicely, without seeing appear the above
Is there any way for doing so ? Killing the only involved client manually
does the job, but that is obviously not what is happening when a windows
shutdown takes place.

To be as complete as possible, I wish to mention that we are talking about
BCB4, and that there is early binding involved (AFAIK).

I appreciate all comments.