When I was debugging my application, I got that jassert on closing it:
// doh! If you don't delete all your windows before exiting, you're going to
// be leaking memory!
jassert(desktopComponents.size() == 0)
However, my app has only one window and I’m sure I delete it before exiting, at the destructor of the JUCEApplication::MyApp.
So I began doing more tests and I noted that when I change the sound driver on the the AudioDeviceSelectorComponent I always get that assert on exiting.
May I be worried about that? I think Windows XP deletes all memory used by the application, doesn’t it?