Question about (exit)

[Robert Morelli <morelli@math.utah.edu>]

I defined a function

(define fail
  (lambda (msg)
    (display msg)
    (exit 0)))

with the intention that calling
(fail msg)
will result in the message msg being written to
standard out and the process then terminating.
However,  what happens is that the process simply
terminates without msg being written.  Can someone
explain this?

Thanks