Intercepting a Logoff, Shutdown or Restart

I won't even go in to the bone-headed move I pulled but for the first time today I realized a program I wrote more or less chashes out when the user logs off, shuts down or restarts. I have files open, dlls loaded, etc. that aren't politely cleaned up until the user quits. Bad, bad, programming on my part.

   So Window must broadcast when a users logs off, shuts down or restarts the computer. How do I receive notification of those three events in my program so I can politely clean things up and exit?