Quote:
From Microsoft MSDN
ExitProcess is the preferred method of ending a process. This function provides a clean process shutdown. This includes calling the entry-point function of all attached dynamic-link libraries (DLLs) with a value indicating that the process is detaching from the DLL. If a process terminates by calling TerminateProcess, the DLLs that the process is attached to are not notified of the process termination.
Since it exit the current process, it's like an END, but in better. TerminateProcess would be a less good way to end, but in anyway, looking MSDN, ExitProcess seem to be a good way to Exit an application. Let us know if you encounter any strange problem using ExitProcess. ;)