programstart when user is logging off

i have a programm, that i want to start when a user is logging off or shut's down windows nt.
i know i can place a programm in the registry to run, when windows starts, but is there also
a key to run my program when i logoff/shutdown?

I once had to do something like that and I used the following solution:
- I started a (invisible) program when windows started
- The program would wait for a WM_QUERYENDSESSION message
- upon receipt of that message it would do whatever it had to do (save session settings...).