The FatalAppExit function displays a message box and terminates the application when the message box is closed. If Windows is running with a kernel debugger, the message box gives the user the opportunity to terminate the application or to cancel the message box and return to the application that called FatalAppExit.
VOID FatalAppExit(
| UINT uAction, | // reserved | 
| LPCTSTR lpMessageText | // pointer to string to display in message box | 
| ); | 
This function does not return a value.
An application calls FatalAppExit only when it is not capable of terminating any other way. FatalAppExit may not always free an application’s memory or close its files, and it may cause a general failure of Windows. An application that encounters an unexpected error should terminate by freeing all its memory and returning from its main message loop.