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()