WIN 2k won't shutdown

Ok, here's the problem.

I am writing a little simple remote access program for my computer. It
wouldn't close when win 98 wanted to shutdown, (I am using the ICS internet
components - WSocketServer in particular) so i took the option of adding the
code :

WSocketServer1.close;
Application.Terminate;

to the "onCloseQuery" event of my main form.

this did the job nicely. However, when i tried it on my Win 2k machine when
i shutdown, it came up with the "Waiting for application to close..."
message, and counted down, waiting to kill it, or someone to click the end
task button. As you can imagine that is going to get very annoying :-)

Does windows 2000 send a different type of close message, and delphi doesn't
notice? or is there just an error in my code?

Any help is greatly appreciated

Jeff