If LW is running on startup but then able to be closed normally, go to tools > options > advanced > system startup. Untick 'run on system startup' > apply > ok.

But...if it's popping up after you close it & refusing to stay closed then that's a worm.
If this is happening, try the easy fix in point 2 below...it seems to work pretty well. There's also a link to help sites in point 5, in case that fix doesn't work.
WARNING: Viruses on the network you should be aware of