That sounds very much like Firefox was running without displaying a visible window.

Try restarting Windows, open Firefox and visit a couple of sites, and then close Firefox. Use CTRL-ALT-DEL and look at Processes. If Firefox shows, then something is holding Firefox open.

As a normal routine, running SpyBot Search & Destroy immediately after restarting Windows without running Firefox may be a better bet.

Check some of the results from this Google Search.

http://www.google.com/cse?cx=0032583...7t+close&sa=Go