Need to dig in unmanaged C++

I am currently working on a project where we have to interact several applications (COM, .NET, Linux, Java, etc.) together through a messaging system. One of the applications is a windows application that exposes an application object. In this way we can host it through .NET. The problem is that the application object doesn't expose any events; no exit, close or quit event. What I need to properly close the .NET host.

In contrast to the Win32 SendMessage you can use system hooks to listen to events from any application. But after googling I noticed that .NET doesn't support global hooks! The only way to accomplish, is to make an unmanaged C++ DLL that catches the system hooks, and the .NET DLL will receive them. An example of that can be found on CodeProject Global System Hooks in .NET. Unfortanetly it only receives mouse and keyboard events, so I have to extend it to receive application events.