Microsoft Windows has no concept of signals, we've discussed that in $SIG{ALRM} and windows vista? and some other threads. Perl implements an emulation, but it is not perfect, and it probably won't help you here.

Windows sends lots of messages to a window when it thinks the process owning the window should terminate, like WM_CLOSE and WM_QUIT. So you need to catch those messages. With a console window, things are a little bit more complicated, as Windows fakes some keypresses (from memory - RTFM), too, and you can't catch the messages sent to the console window (from memory - RTFM). And ultimately, Windows can forcefully terminate a process by directly invoking ExitProcess() or the like from the processes' context, without any way for the process to stop or delay that (similar to kill -9, but implemented as "forced suicide").

Alexander