Is it a slow exit or hang? It might be worthwhile to to take a few userdumps of the process spaced apart by x minutes or seconds in order to try to indentify the thread that is the problem. You might even be able to get some stack information to localize the problem down to the specific call. There are a couple of tools to do this.
User dump:
http://support.microsoft.com/default...b;en-us;241215
ADPlus:
http://support.microsoft.com/default...b;en-us;286350
ADPlus comes as part of the debugging tools.
http://www.microsoft.com/whdc/devtoo...nstallx86.mspx
I think you can hot key userdump. I'm not sure ADPlus would be useful unless its a true hang.