Is LW opening just once, after you start up your computer? Or is it continually popping up & refusing to stay closed?
If LW opens just once at system startup.
If you're using LW 4... tools > options > advanced > system startup. Untick 'run on system startup' > Apply > ok.
If you're using LW 5... tools > options > advanced > system. Untick 'Run LW on System Startup' > ok.
If LW's continually popping up by itself, your computer might be infected. Click on this link for more help:
Bloody Thing (error message pops up after LW removed)