I wasn't able to change the shell to the name of the program in the /etc/passwd file(although I do have root access to the system), but I now give you the following lines which solved my problem:

USER=`who am i|cut -c 1-8`
trap 'trap 0;exit' 0 1 3 15
cobrun /home/production/cobolobj/eftchg $USER
wait
exit
[download]

Your reference to the trap command got me looking in the right direction. Thanks again for your help.

RedDog