How to avoid memory leak with shared_ptr?

Consider the following code.

using boost::shared_ptr;
struct B;
struct A{
    ~A() { std::cout << "~A" << std::endl; }
    shared_ptr<B> b;    
};
struct B {
    ~B() { std::cout << "~B" << std::endl; }
    shared_ptr<A> a;
};

int main() {
    shared_ptr<A> a (new A);
    shared_ptr<B> b (new B);
    a->b = b;
    b->a = a;

    return 0;
}

There is no output. No desctructor is called. Memory leak. I have always believed that the smart pointer helps avoid memory leaks.

What should I do if I need cross-references in the classes?