I wanted my app to have a login window as well as a main window.  Default WPF implementation closes the app whenever the main window is closed, which prevented me from closing the window during a logoff/logon procedure.

I found the ‘Startup’ attribute and overrode it to provide the functionality I was looking for.

<Application x:Class="DSI.MobileClient.WPF.App"
             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
             Startup="Application_Startup">
    <Application.Resources>

    </Application.Resources>
</Application>

And in app.xaml.cs:

        void Application_Startup(object sender, StartupEventArgs e) {

            Current.ShutdownMode = ShutdownMode.OnExplicitShutdown;

            do {
                if (!Login())
                    break;

                MainWindow window = new MainWindow();

                if (window.ShowDialog() == false)
                    break;

            } while (true);

            Shutdown();
        }