I added a terminate Listener to my xDesktop:
-----%<-----
xDesktop.addTerminateListener(new com.sun.star.frame.XTerminateListener() {
    public void queryTermination(EventObject arg0)
            throws com.sun.star.frame.TerminationVetoException {
        // Disallow termination
        throw new com.sun.star.frame.TerminationVetoException();   
    }
            
    public void notifyTermination(EventObject arg0) {
    }
            
    public void disposing(EventObject arg0) {
    }
});
-----%<-----

My task runs in hidden mode. If a user now wants to close his last OO windows
(File -> Exit), this is prevented.

Please allow closing open Windows if hidden tasks are running and throwing a
TerminateVetoException.

Please read also the Thread in the URL. Mathias Bauer described the problem very
well.

Thanks, Tobias