From Xojo Documentation

Property (As Boolean )
aWebApplication.AutoQuit = newBooleanValue
BooleanValue = aWebApplication.AutoQuit

New in 2011r2

Supported for all project types and targets.

If True, the server will shutdown automatically when all sessions have ended, which is the default when running from the debugger. If False, the server will not shutdown. This is the default for deployed web apps.

Sample Code

In the App.Opening event handler, you can change this behavior:

App.AutoQuit = False