Processes detatching from a delivered DLL

I'm trying to create a windows DLL in lisp.  Are there hooks I can use
to run code when processes detach from the DLL?  Currently there can
only be one concurrent user of the DLL, but I'm looking into doing
things the Right Way.  From what I have been able to google, I will
need to manually ensure cleanup of the resources I allocate to each
client (I've never done windows programming before).

Do I provide a disconnect() call as part of my DLL api and hope that
the client processes play nice, or are there automatic ways of
detecting disconnecting processes?

-- 
Mvh/Regards
Peder O. Klingenberg
Net Fonds ASA