When to shutdown ScheduledExecutorService?

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I have a singleton that needs to start a scheduled execution. This is the code:

public enum Service{
    INSTANCE; 

    private Service() {
        startAutomaticUpdate();
    }

    private void startAutomaticUpdate() {
        try {
            ScheduledExecutorService executor = Executors.newScheduledThreadPool(1);
            executor.scheduleAtFixedRate(new AutomaticUpdate(), 0, 15, TimeUnit.MINUTES);
        } catch (Exception e) {
            LOG.error(e.getMessage() + "Automatic update not working: ");
        }
    }

    //Makes a call to a webservice that updates a static variable. 
    private void getTemplateNames(){...}

    private class AutomaticUpdate implements Runnable {

        public AutomaticUpdate()  {           
        }

        @Override
        public void run(){
            try{
                getTemplateNames();
            }catch(Exception e){
                LOG.error("Error in automatic update: "+e.getMessage());
            }
        }
    }

I am not sure when or if I should call the shutdown method of the executor. I'm using JEE5, so I'm not sure if simply undeploying the app will automatically execute the shutdown, or if I am messing up big time and creating a ridiculous amount of threads and not killing them.

-EDIT-

I'll add a bit more info, just in case.

The whole app is a RESTful web app using Jersey as a ServletContainer.

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André On BEST ANSWER

You said JEE5? Why you're reeinventing the wheel?

Just create a EJB with @Schedule and @Startup

@Singleton
@Startup
public class TaskSingleton {

  @Schedule(second = "0", minute = "*/15", hour = "*")//This mean each 15:00 minutes
  public void getTemplateNames() {
    // YOUR TASK IMPLEMENTATION HERE
  }
}

No you don't mean JEE5 complaint server. :(

Go for the implementation with a ServletContextListener. I wrote some answer like that here, It's the same idea, it does applies here.