Microsoft posted a NETDDE Post-SP4/5 hotix at

Here is an excerpt from Knowledge Base Article Q231337, also posted at

TITLE   :NETDDE.EXE Fails to Relay WM_DDE_TERMINATE to Remote Clients

When a remote client in a DDE conversation with a server running on Windows NT
4.0 Service Pack 4 sends WM_DDE_TERMINATE to the server, Netdde.exe fails to
relay the server's WM_DDE_TERMINATE response back to the remote client.

In addition to causing the client to never receive WM_DDE_TERMINATE, this also
has the undesirable effect of leaving child windows orphaned.</b>