Microsoft posted a NETDDE Post-SP4/5 hotix at ftp://ftp.microsoft.com/bussys/winnt/winnt-public/fixes/usa/NT40/Hotfixes-PostSP5/NetDDE-fix/.

Here is an excerpt from Knowledge Base Article Q231337, also posted at ftp://ftp.microsoft.com/bussys/winnt/winnt-public/fixes/usa/NT40/Hotfixes-PostSP5/NetDDE-fix/Q231337.TXT:

DOCUMENT:Q231337                              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.