So clicking the - minus at the top right corner won't work? Or is it you want LW permanently in the Task bar. You may need to do it manually. Go to Start>Settings>Taskbar & Start Menu... & press add & add LW. Try that 1st.

I wonder if it's due to LW being too busy at that moment. Otherwise I wonder if you delete the LW prefs if that'll get it back working ok.
Try deleting your LW Preferences folder whilst LW is closed; instructions here: Fixes for Limewire