Hmm--the Shutdown works here on OSX (with both the Pro and the latest build)

Here's what I did

-selected a bunch of files from the "What's New" image type search

started downloading

QUIT limewire
--LW minimized to the doc, then a few minutes late the "Please wait while LimeWire Shuts Down" dialog showed up, and LimeWire quit properly.

However, one time there was a "need more sources" entry, and LW wouldn't quit until the entry was cleared from the download list and the incomplete folder.

Perhaps that is the case for you too?