I once thought this was a bug too, but actually this shutdown behavior is one of two choices you have under Limewire|Preferences|Shutdown. The default behavior on attempting to shut the program down is to delay the shutdown until all currently active uploads/downloads are complete. That way, you don't accidentally kill someone's upload or your own download. The other option you will see under LimeWire|Preferences|Shutdown is to shutdown the program immediately. Choose that option and you can quit the program in all the usual apple ways plus one non-apple way; you will also be able to quit by clicking the red button.