I first saw that on Outlook 97. Even with Outlook 2007 it still may not exit. If this is something you feel it must do then ask it's maker to cure it since they have yet to cure it in the last decade.
http://www.google.com/search?hl=en&q=ol2000+end+task&btnG=Google+Search will help you understand this old bug. Notice no cure that anyone will stand by?
I hope someone can help with this issue. About six months ago I started noticing that applications were not shutting down correctly - instances would still be running in processes and I need to use task manager to shut them down. This happens with all MS office applications, Firefox, all Adobe CS3 applications and sometimes other misc applications. Usually the programs do not shut down properly but just occasionally they will. It makes no difference how the programs are closed down - they stay running as instances regardless of closing procedure. I'm used to routinely having task manager up constantly to combat the problem and from time to time I'll google this problem, but I've only found mention of the issue relating to specific MS applications - usually Outlook. Outlook does not shut down for me but nor does almost everything else - any solutions that I've found relating to Outlook not shutting down have not worked for me.
My specs briefly are:
Windows XP Pro SP2-Build 2600
Intel Core2 Duo E6700
Asus Striker Extreme Mainboard
BFG GeForce 8800 GTS 640Mb
4Gb Corsair XMS2 Dominator SDRAM
All my drivers, including BIOS are up to date.