How to detect windows shutdown

[Austin]

I wrote a program running on windows.
I put the link of the program in "Start up" folder and let it executed 
minimized.
Every time when I open the computer, my program will be running in system 
tray.

But if the user would like to shutdown the computer, the OS will show an 
error about exception.

At first, I think windows will terminate all processes when it shutdown.
So, if python has the way to dectect shutdown process, I can kill the 
process in advance.

Thanks a lot.