Jesse,
As far as I know, this is not directly possible.
One way to handle this kind of requirement is to enforce that the only
way the application can be closed is via a command button on a form
which is always open when the application is open. The means of doing
this is like this...
In the Declarations section at the top of the code module for the form,
put like this...
Dim AllowClose As Boolean
On the Load event of the form, put...
AllowClose = False
On your 'Exit' button, put...
AllowClose = True
DoCmd.Close acForm, Me.Name
DoCmd.Quit
On the Unload event of the form, put...
If AllowClose Then
' < your code that you want to run when the app closes >
Else
MsgBox "Use Exit button to close", vbExclamation, "Illegal escape"
Cancel = True
End If