Problems with some applications not closing completely tasks

Can somebody explain me and help me solve the following problem.


From time to time, when I exit one or more application during my using the
computer, suddenly the responsiveness of my machine slows down. When I start
the task manager, in the application tab everything is as should be, but
when I select the process tab, I see that processes of the ended
application, eg WINWORD.EXE, are still running. I can kill these, and after
that everything runs smooth again. I use PC Cilin V2003, ZoneAlarm and
AD-Aware 6 to keep my machine clean and none of both antivirus/spam
applications report the presence of suspicious software, neither have I any
suspicious alerts from ZoneAlarm.


How do processes keep running when the applications are closed and if this
has an explanation, who can I solve this so when an application closes, all
tasks are also closed.


I run Windows XP Pro with for instance Office XP on an AMD Athlon 1.44 Ghz
machine with 768 MB ram.


All the applications mentioned here are updated to there most recent
upgrade.


Thanks for any help,
Henri