You are presumably encountering an exception and the program is exiting because of this (with a traceback). The first thing to do therefore is to catch that exception, before exiting cleanly (maybe with a message, example given).
Try something like this in your main routine:
import sys, traceback
def main():
try:
do main program stuff here
....
except KeyboardInterrupt:
print "Shutdown requested...exiting"
except Exception:
traceback.print_exc(file=sys.stdout)
sys.exit(0)
if __name__ == "__main__":
main()