If you do as described in the first reply to this post, your problem will be solved. The option is for setting your shutdown behavior in the Mac OS X version of LimeWire 2.4.4. I did as described in the reply and now I can exit immediately by using any of the normal ways of quitting a Mac application. Additionally, once you've set your preference to be "Shutdown Immediately", you can even exit by clicking on the red button, which is un-mac like. The default option, "Shutdown after Transfers", is apparently to heed your exit request only after all file transfers have been completed. It's a nice option, but one that apparently causes confusion.