Hi, Peter
Are you using any plugins? You can check by going into Options > General tab - If 'Enable Plugin Support' is checked, try unchecking this box and restarting VoiceAttack. After you have restarted VoiceAttack, see if closing occurs normally. If closing occurs normally, you will want to try enabling plugin support again and then try disabling each plugin to see if you can find which one is keeping VoiceAttack from closing.
Let me know if this is not the case.