Need Help - Object Cleanup

Unity Engine
1

I have some code that is instantiating some pickup objects and that all works fine, but when I stop play testing, ONLY the pickup items are being left behind. The pickup items are a prefab containing a capsule mesh, a script, and a point light. I am also getting a Debug error.

Script:

var pickupObjects : GameObject[];
var dropChances : float[];

function OnDestroy(){
	var count = 0;
	for(var pickup : GameObject in pickupObjects){
		var random = Random.Range(0,100);
		if(random>dropChances[count]){
			var targetPos = transform.position;
			targetPos.y += transform.localScale.y/2;  
			Instantiate(pickup,targetPos,transform.rotation);
		}
		count++;
	}		
}

Error:

Some objects were not cleaned up when closing the scene
2

Why do you instantiate Objects in OnDestroy() (means when the Object is cleared up)? I guess these Objects cant be cleared by the GC and so you get the errormessage. You should execute this code in a Start()-function or something.