dll exitinstance never called?

I have a MFC .dll that I need to have perform some housekeeping when the application that uses the .dll shuts down. The CWinApp ExitInstance function is never called, neither is the destructor. Is there a function that is called when the app that loads the .dll shuts down? I know I could create an "UnInitialize" function, but want to make the process automatic of course.
TIA
Eric

You could probably put the required code in:

DllMain(HINSTANCE hInstance, DWORD dwReason, LPVOID)

where dwReason = DLL_PROCESS_DETACH

Is it a COM DLL?

If not, are you doing a FreeLibrary?