shutdown : Java Glossary

System.exit ( returnCode );

Simple command line Java programs terminate by returning from the main method.

The browser controls when to terminate Applets. It first calls their stop then destroy methods.

Multithread (usually GUI (Graphic User Interface)) applications also terminate when the last non-daemon thread stops. I have found in practice, even then, it is best to use System.exit, just in case some ghost of a thread you forgot about is hanging around.

ShutdownHook

// registering a shutdown hook to run when Apps terminates

Runtime.getRuntime().addShutdownHook( new Thread() {
    public void run() { database.close(); }
});

Windows Shutdown

If you type msconfig in the start search box, it will give you many startup options on the next boot.