What event does IE dispatch when an activex control is being unloaded?

Question

Hi I have a ActiveX like this:

class CMyActiveX :
   public CComObjectRootEx...
   ...
{
   HRESULT FinalContruct(){return S_OK;}
   void Start()
   {
      // a new thread is created here for some task
   }
   void FinalRelease()
   {
      // if the thread is alive kill it
   }
}

However when browser is closed the method FinalRelease is not called. So the thread keeps alive and a crash is encountered at the exit.

Any idea on this? Thank you!