[Mobhack]

As to trying to stop the game by "clicking close window"

The game window does not have a close window icon in the top right corner, since it has to be properly shut down through the main menu screen. It is deliberately designed to not have such a "one click exit" in order to not have an easy way to mis click on 1 icon and nuke a currently running game, and because it was originally an MSDOS application anyway.

I presume the one you clicked on is the desktop bar in the windows task bar?. If you used that then Windows probably simply removed the task from the task bar and left it running in the background since windows has no way to stop the game. So when you tried to use the game launcher - it exited immediately as the game is found to be still running.

In that case you need to kill it via the Windows Task Manager (CTRL+ALT+DEL and launch task manager, find it on the list of running tasks, and kill it there)