You can also delay the shutdown in your main thread by requestin more shutdown time from the service manager... Win32::Daemon has a function for this.. so I would imagin PDK does as well. Something like

my $active_children = 1;
while(1)
{
    if($SERVICE_STATE eq "SHUTTING_DOWN")
    {
          if($active_children)
          {
               requestMoreTime(x);
               ShutDownChildren(\$active_children);
          }
          last if !$active_children;
    }
    sleep(x);
}
[download]

Just a very high level idea of how you might pull this off... Its very pseudo code and it could be horrible.. but hopefully its on the right track