JNI, threads are still running after DestroyJavaVM()

Hello all,

As the object of this thread suggests, the problem I encounter is that
in a minimalist test program, there are "ghost" threads after calling
DestroyJavaVM().
The environment is WIN32, JRE/JDK 1.6.0_21, and C++ (Visual Studio
2008).
Under certain circumstances, it prevents some processes from exiting
(ie: IIS7.5 Application Pool : w3wp.exe).
May be I'm doing something wrong or I forgot one step,
Here is the very simple code to reproduce the problem:

// testDestroyJavaVM.cpp : Defines the entry point for the console
application.
//

#include "stdafx.h"

#include <conio.h>

#include "jni.h"
#pragma comment(lib, "jvm.lib")

int _tmain(int argc, _TCHAR* argv[])
{
    printf("press key to start");
    getch();
    printf("\nstart.");
    int MAX = 1; // can't call JNI_CreateJavaVM() more than once for some
reason...
    for (int i=0; i<MAX; i++)
    {
        JavaVM* jvm = NULL;
        JNIEnv* env = NULL;
        do
        {
            JavaVMOption jvmOptions;
            JavaVMInitArgs vm_args;
            vm_args.version = JNI_VERSION_1_6;
            vm_args.nOptions = 0;
            vm_args.options = &jvmOptions;
            vm_args.ignoreUnrecognized = 1;

            // *** 1 thread before JNI_CreateJavaVM() ***
            int retcode = JNI_CreateJavaVM(&jvm, (void**)&env, &vm_args);
            // *** 9 threads after JNI_CreateJavaVM() ***
            if(retcode < 0)
            {
                printf("JNI_CreateJavaVM failed: %d\n", retcode);
                break;
            }
        }
        while (false);
        if (NULL != jvm)
            jvm->DestroyJavaVM();
        // *** 6 threads after DestroyJavaVM() ***
    }
    printf("\ndone.");
    getch();
    return 0;
} // END OF CODE

Does someone know how to fix this problem please?
Is it a known problem ?

Thanks in advance for any help,
Olivier.