Badmouth's right. Unfortunately, it would appear that, for whatever reason, Mala isn't handling the WM_CLOSE or WM_QUIT messages quite right.
If an app doesn't respond to those messages properly, Windows will think it's intentionally not terminating because doing so would possibly damage files, loose data etc, so you get that "Force shutdown anyway" message.
Actually, the problem could be Mala, but it could also be a Mala Plugin, or some of the utility libs that mala uses (like the video player stuff). Basically, anything with a window has to properly handle those messages or the app will look like it can't be terminated at the moment.
loadman's the only one that could know for sure whether it's a mala thing and I believe he's been pretty busy with other things lately.
....
Just thinking. Another possibility is, believe it or not, a plugin for mala that watches for a terminate request and tells mala via it's api to shutdown. I KNOW the mala MALAMSG_EXIT request works. I've used it before.
I might have to give that a whirl. I've been up to my ears in Ruby stuff lately, would be nice to do a little .net stuff again.