Sounds to me as though your program isn't actually exiting. Task manager's processes tab show programs that are running. If your program shows up there, it hasn't properly exited. Look through your code and find the section where you tell it to exit (This is usually in Form_Unload() ). If you don't see:
<em>some code here</em>
End
<em>some code here</em>
then your program isn't exiting properly because you haven't told it to close everything and clean up. So it's just sitting there in the background, waiting for input. While VB is pretty smart about a lot of things, this is one thing you have to be specific about. Just because none of the windows are open doesn't mean the program isn't running - and VB is designed so that people can design programs with *no* windows at all. So using the End statement is essential.
Hopefully that helps you out. If you need more help, feel free to ask. Good luck!
- Sen