To close a session, call IDirectPlay8LobbiedApplication::Close. The lobby client receives a DPL_MSGID_DISCONNECT message to notify it of the disconnection. If you want to keep the application running and connect to another session, indicate that your application is available by calling IDirectPlay8LobbiedApplication::SetAppAvailable. Otherwise, call IDirectPlay8LobbiedApplication::Release to free the lobbied application object, and shut the application down.