Band-in-a-Box 2008 and higher have a fade-out feature for the ending. This is found in the Song Settings dialog ([S] button on the main screen just above the Chord Sheet).

Alternatively, if you want to get a more natural ending on a song, such as a held or sustained chord, here is what you could do:

1.

Go to the bar that you want held (the last bar in your composition).
2.

Press ALT-F5 (Edit | Chord Settings) and hold all instruments.
3.

Decide how many bars you want the chord held/sustained for. Type in any chord other than the last held chord (it doesn't matter what chord you use, because it will be rested).
4.

Press ALT-F5 again, and rest all instruments at this bar.
5.

Mark this bar as the last bar in the song

NOTE 1 - This does not work if you are using an automatic 2 bar ending. You can enable/disable the automatic 2 bar ending in the Song Settings dialog (CTRL-N or Edit | Settings (For This Song))

Note 2 - You can only do this if your song has a single chorus OR your song has more than one chorus and you have specified a Tag ending. If you have multiple choruses without a tag ending, you can't hold the last bar of the song because the hold will be played each chorus.

NOTE 3 - The Piano Roll window added in Band-in-a-Box 2005 provides a way of fading out all of the tracks in the last few bars of your song, or adding other dynamics.