How to receive the Shutdown signal when the user is Logout?

Hi,
I have some background process which is started on User Login. I would like to do someting when the user Logout. I try to catch the Logout process with 2 ways without success:
1. Through "protected void finalize()"
and
2. Through "Runtime.getRuntime().addShutdownHook(new OnShutdownThread(this))".
Can somebody help me?
My specific details are:
The JRE whic I use is J2SE 1.4 running on Windows 2000.
I start the program using the following:
In the Registry key "\HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run" I have the following line:
"F:\JavaDK\JRE\bin\javaw -server -Xrs -cp F:\Works\Software\CosmoPhone\classes com.cosmos.apps.phone.CosmoPhone"
The main method is:
CosmoPhone cosmoPhone = new CosmoPhone();
cosmoPhone.start();

Cross posted
http://forum.java.sun.com/thread.jsp?thread=238542&forum=37&message=867541

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