App.xaml.cs

        public App() {            
            InitializeComponent();
            
            /* passing a pre-configured (intercepted) windsor container to the IoC wrapper: */

            var windsor = new WindsorContainer();

            windsor.Register(Component.For<ContainerInterceptor>().LifeStyle.Transient);
            windsor.Register(Component.For<IContainer>()
                .UsingFactoryMethod<IContainer>(() => {
                    return new Container(windsor);
                })
                .Interceptors<ContainerInterceptor>());

            var container = windsor.Resolve<IContainer>();

            new ClientConfiguration(typeof(HelloRequest).Assembly, container).Initialize();
        }

ContainerInterceptor.cs

    public class ContainerInterceptor : IInterceptor {

        //avoiding the invocation of the method "Release"
        public void Intercept(IInvocation invocation) {
            if (typeof(IContainer).IsAssignableFrom(invocation.TargetType)) {
                if (invocation.Method.Name == "Release") {                    
                    return;
                }
            }
            invocation.Proceed();
        }
    }

Thanks a bunch. Saved me hours from digging myself.