Problem with closing Windows App

[Charles Szasz]

I can quit my Windows application with the Quit command and restart again
with no problem. But if I quit the program by using the red "X" in the upper
right corner of the application window, and try to start the program again
using a shortcut or actually double clicking on the exec. file, the program
will NOT start unless I reboot Windows. This is peculiar  because the
program is no longer in the bar at the bottom of the screen. 

I am using Windows XP, OS X 10.4.11, Revolution 2.8.1 built 472 and
Parallels Build 3214. 

Does anybody have a suggestion how to correct this problem?
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