WaltW,
Since you appear to be shooting in the dark, you need to consider several ways to find out what macro is running on the exit. I am not aware that Access has any kind of AutoExec feature that wil run upon closing the application. Typically, if you want soem action to take place when the application is shutting down, you set that action to run when during the OnCLiose event of one of the forms that will be open. Start by checking the OnClose events of forms that are open when you close the App.
If that does not give you the answer, try inserting a MsgBox action as the first action in any Macros (I don't mean VB Code, I mean macros listed on the Macros tab on the Database Window). In the Message argument for the action, put the name of the macro. This will stop the macro from running until you click something which will tell which macro (or macros) run on closing the App. This is a crude way to go but it should achieve the first part of the desired result.
Let us know how that works out.