LW Prefs>Shutdown are you sure it's set for Shutdown immediately?

If you've resumed/find resources on many files then LW might be a bit too busy to take immediate notice.

Well without bothering to write another post. How about my last point. Too many people abuse the resume/Find sources function without realising its side-fx. This might not apply to you but just a thought! Good luck!

Only other thought is it's related to iTunes DAAP. I ran a beta which had a small issue with this.