I do it with a form open form display what you wish and docmd.quit  the form opens and the access shuts down.  All done in VBA.

Hi Richard
Take a look in the code vault at Sleep. You could make a small form with a message on it and use the sleep command to make it stay on the screen for a few seconds. Try it.
John

Thanks guys.  Similar to what you have suggested, I tried opening a small "message" form with an Event timer to close it in 3 or 4 seconds and then run cmd.exit.  The problem is that I wind up with a 3 or 4 second message form and then the same 5-8 second delay while cmd.exit is running.  I guess what I'm trying to do is have the message form be open WHILE cmd.exit is doing its thing and when complete, both the message form and the application will close simultaneously.

Open your Message Form in the On Unload event of your Main form (for example: MainMenuF)

Kevin:  The only problem with using the Unload event as you suggested is that if I try to go into Design Mode from the Main Menu, the app closes.  Perhaps I didn't implement correctly.  In any event, while fiddling with this and that, I discovered that if I code the Exit Button on my Main Menu to open the Please Wait form and set the Event Timer on that form to cmd.exit and 1 milisecond, the app closes almost instantly thus eliminating the need for the Please Wait message.  Crazy.  I'm now concerned that the cmd.exit process is happening so quickly that it may not be doing whatever stuff it's supposed to do (???) before the app closes.  Any thought?