This is part of Win16 API which allow to create versions of program from one source code to run under OS/2 and Win16. Under OS/2 program can be running under Win-OS/2 if program is Windows NE executable, and with help on Windows Libraries for OS/2, if it is OS/2 NE executable. Here is a WLO to OS/2 API mapping draft
Display a message box and terminate the application when the message box is closed.
VOID WINAPI FatalAppExit(UINT uAction, LPCTSTR lpMessageText);
Reserved; must be zero.
Points to a null-terminated string that is displayed in the message box. The message is displayed on a single line. To accommodate low-resolution screens, the string should be no more than 35 characters in length.
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The FatalAppExit function displays a message box and terminates the application when the message box is closed. If Windows is running with a kernel debugger, the message box gives the user the opportunity to terminate the application or to cancel the message box and return to the application that called FatalAppExit.
An application calls FatalAppExit only when it is not capable of terminating any other way. FatalAppExit may not always free an application's memory or close its files, and it may cause a general failure of Windows. An application that encounters an unexpected error should terminate by freeing all its memory and returning from its main message loop.