Shoutbox

So my computer wont properly end anything properly.. I exit somthing and the process is still running.. like itunes (after installing 5.0) Msn (since 7.0) And pretty much everything else.. I dont know whats up and its annoying me cause of programs that wont run 2 instances, and taking up extra memory etc..

Any ideas?

Edit: they do not end by either task manager or the normal exit button (the exit button will close the program, but the process is still running in the task manager)