вот такой вариант ?
--- src/os/win32/ngx_process_cycle.c.orig 2013-03-27 09:53:48.000000000 +0600
+++ src/os/win32/ngx_process_cycle.c 2013-03-27 09:48:56.000000000 +0600
@@ -303,6 +303,8 @@
ngx_console_handler(u_long type)
{
char *msg;
+ ngx_cycle_t *cycle;
+ cycle = (ngx_cycle_t *) ngx_cycle;
switch (type) {
@@ -316,6 +318,8 @@
case CTRL_CLOSE_EVENT:
msg = "console closing, exiting";
+ ngx_quit = 1;
+ ngx_quit_worker_processes(cycle, 0);
break;
case CTRL_LOGOFF_EVENT: