How many threads do you have? How did you terminate the threads? The process
closes as soon as all threads have finished. In a UI thread, you have to
leave the message loop (explicitly: started by Application.Run, stopped by
Application.ExitThread. Implicitly: started by VB if you specify a Form as
the startup object, stopped by closing the Form).

Goint into Pause mode and having a look at the threads window and at the
call stack should reveal what your app is doing.

Armin

It's very hard to say without more information.

Could you provide a short but complete program which demonstrates the
problem?

Jon

You probably have a hidden form which isn't unloaded.

Are you sure that your not using form.hide() when you should be using
form.close() ?

if you've got an exit button, or a main form that should end the
application when closed you can use this line to exit the program:

Application.Exit()

Attach to the application in visual studio, pause it, open threads
window and see which threads are active and what they are doing. This
might give you some hints.
Are any threads created in your application?