QSystemTrayIcon closed " unexpectedly"

[tzioboro]

Hello
I have encounter following issue.
I have an instance of DaemonTray that is subclass of QSystemTrayIcon
executing following code close whole program ... (Task bar icon disappears)

DaemonTray::config()
 {
 ConfigDialog dialog; 
 dialog.exec() 
 }

DaemonTray::config()
 {
 ConfigDialog dialog; 
 dialog.exec() 
 }

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When I close the dialog with close() or reject() or clicking on X button on the dialog .. the whole application is closed.
I find out that reason is in QApplication::quitOnLastWindowClosed() which is default set to true. But the above behaviour occurs only on windows on linux with the same tools gcc 3.4.5 and Qt 4.2.2 application does not close ... can anybody explain to me what makes that difference ???