Windows exe not dropping from task manager list of processes

[Jim Ault]

This has probably been answered, but I could not find it in the archive.

I am compiling a tiny app that basically just gets a file from an ftp site
every 20-30 seconds.

If I launch the file, then close it, its process quickly disappears.
If I launch and run a script, it takes over 60 seconds to disappear.
If I launch and run a script that uses "send m in 10000 millisecs", then
close with the red-X button, it remains on the list.  Subsequent launches
create new processes.
I have set the "purge stack, window, destroystack, destroywindow" items and
no success.

What is the trick (I am a Mac guy) to avoid a client having problems with
exe's that don't die?

Thanks 

Jim Ault
Las Vegas