We haven’t had any report about this issue. We have tested the OnCloseWindow event in Windows Server 2003 and it works fine. The Citrix Metaframe was not installed on our test Windows Server. We don’t think the “Citrix Metaframe” is an issue considering OnStartup event execute.
Can you reproduce this behaviour in another machine? The difficulty is usually in figuring out what is responsible for the problem. Using the process of elimination, however, you can usually narrow the problem down rather quickly by making small logical changes and observing the impact on the problem. The key is to make only one change at a time and then see if the problem goes away.
Hope this helps.