SDL_Quit kills whole application (BCB3)

Hello!

I’m quite new in SDL and I have following problem:

I use SDL with Borland C++ Builder3 (BTW :It was horror to set it up).
When I call SDL_Init() and then SDL_SetVideoMode() with SDL_OPENGL flag it
makes nice OGL window and I’m happy. But when I call SDL_Quit it closes
not only the OGL window but also whole application.

Why?
And what should I do to close SDL without closing application?

Sorry if this question is silly but I’ve tried to solve this problem on my
own and I failed.

Michal Dobrski