Application_End event handler not getting called on development server

I am trying to shutdown a database server in the Application_End event
handler on the Global.asax page. So far I am trying this only on the
development server that comes with Visual Studio 2005. When I close
the browser, this does not cause the Application_End event to trigger.
It also will not occur when I shut down the development server. At
this point the application is no longer running, so why didn't the
event handler ever get called?

Any suggestions or guesses will be appreciated.
Thanks
.

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