WM_QUERYENDSESSION is not working in IE8 activeX control

I have a ActiveX control written in Delphi 6 which handles WM_QUERYENDSESSION message to pop up a message box to let users to save changes before开发者_如何学编程 shutting down windows. It works fine in IE6 / IE7 , but in IE8 the ActiveX control cannot receive WM_QUERYENDSESSION , how to solve this?

thanks