Is WLM set to load on Startup?

Check your Start menu > All Programs > Startup folder and see if there is an entry there. If so, right click and delete it.

If not there, open MSCONFIG and check the Startup tab for a WLM entry. If you find one, remove the tick.

The next problem is a strange one. WLM re-opens 5 minutes after you close it. All I can think of is some Schedule has been set. Try looking in your Task Scheduler and see if anything is entered there.