Then newest version is 4.9.0 it sounds like you did'nt change the shutdown option when you loaded it. On the top of the screen when LW is open go to tools it is the 5th button from the left click on it then click on options look about half way down the list click on shutdown LW default setting is to minimize to system tray when you shut it down. You can change the setting here to do what ever you want.

Later Grandpa