Crash when disconnecting from SQLite database

Question

I'm trying to write a C++ program that will communicate with different DB providers. Everything works fine now, however upon exiting I'm trying to close the connection and the disconnect command crashes. At the moment I'm testing with SQLite, so it probably belong to this specific one.

Do I have to close the connection to the SQLite upon program termination? I believe generally it is a good idea to release the resources the program is using, but what about this case? I mean in this case the SQLite DB file will be released back to the system when the program exits, so its not actually a loss.

Thank you.

[EDIT]

As requested I'm submitting the code that I use.

In DLL1 (database.h):

#ifndef DBMANAGER_DATABASE
#define DBMANAGER_DATABASE

class __declspec(dllexport) Database
{
public:
    Database();
    virtual ~Database();
    static void *operator new(size_t size);
    static void operator delete(void *ptr, size_t size);
};
#endif

In DLL1 (database.cpp)

#include <string>
#include "database.h"

Database::Database()
{
}

Database::~Database()
{
}

void *Database::operator new(std::size_t size)
{
    return ::operator new( size );
}

void Database::operator delete(void *ptr, std::size_t size)
{
    return ::operator delete( ptr );
}

In DLL2: (database_sqlite.h):

#ifndef DBMANAGER_SQLITE
#define DBMANAGER_SQLITE
class __declspec(dllexport) SQLiteDatabase : public Database
{
public:
    SQLiteDatabase();
    virtual ~SQLiteDatabase();
    virtual int Connect(const char *selectedDSN, std::vector<std::wstring> &errorMsg);
protected:
    void GetErrorMessage(int code, std::wstring &errorMsg);
private:
    sqlite3 *m_db;
};
#endif

In DLL2: (database_sqlite.cpp)

#ifdef WIN32
#include <windows.h>
#pragma execution_character_set("utf-8")
#endif
#include <vector>
#include <string>
#include <sqlext.h>
#include "sqlite3.h"
#include "database.h"
#include "database_sqlite.h"

SQLiteDatabase::SQLiteDatabase() : Database()
{
}

SQLiteDatabase::~SQLiteDatabase()
{
    sqlite3_close( m_db );
}

int SQLiteDatabase::Connect(const char *selectedDSN, std::vector<std::wstring> &errorMsg)
{
    int result = 0;
    std::wstring errorMessage;
    int res = sqlite3_open( selectedDSN, &m_db );
    if( res != SQLITE_OK )
    {
        // get error messages GetErrorMessage( res, errorMessage );
        errorMsg.push_back( errorMessage );
        result = 1;
    }
    else
    {
        res = sqlite3_exec( m_db, "PRAGMA foreign_keys = ON", NULL, NULL, NULL );
        if( res != SQLITE_OK )
        {
            // get error message GetErrorMessage( res, errorMessage );
            errorMsg.push_back( errorMessage );
            result = 1;
        }
    }
    return result;
}

In DLL3: (dialogs.cpp)

#ifdef __GNUC__
#pragma implementation "dialogs.h"
#endif

#ifdef __BORLANDC__
#pragma hdrstop
#endif

#include <vector>
#include "sqlite3ext.h"
#include "database.h"
#include "database_sqlite.h"

#ifdef _WINDOWS

BOOL APIENTRY DllMain( HANDLE hModule, DWORD fdwReason, LPVOID lpReserved)
{
    lpReserved = lpReserved;
    hModule = hModule;
    int argc = 0;
    char **argv = NULL;
    switch( fdwReason )
    {
    case DLL_PROCESS_ATTACH:
        break;
    case DLL_PROCESS_DETACH:
        break;
    }
    return TRUE;
}
#endif

extern "C" __declspec(dllexport) Database *DatabaseProfile(Database *db)
{
    db = new SQLiteDatabase;
    return db;
}

In main application (test_app.cpp):

#include "stdafx.h"
#include "database.h"
#include <windows.h>
#include <stdio.h>

typedef Database *(__cdecl *MYFUNC)(Database *);

class A
{
public:
    A(Database *db)
    {
    m_db = NULL;
    HINSTANCE hInst = LoadLibrary( TEXT( "dialogs.dll" ) );
    MYFUNC func = (MYFUNC) GetProcAddress( hInst, "DatabaseProfile" );
    m_db = func( db );
    }
    ~A()
    {
    }
    Database *GetDatabase()
    {
        return m_db;
    }
private:
    Database *m_db;
};

int _tmain(int argc, _TCHAR* argv[])
{
    Database *db = NULL, *m_db;
    A *a = new A( db );
    m_db = a->GetDatabase();
    delete m_db;
    delete a;
    return 0;
}

[EDIT]

Running this code I am getting the crash executing "delete "m_db" line. SQLite is compiled in from source code.

Any idea?

Thank you.