Click the X in corner to close LimeWire. Before closing, LimeWire will ask you if you want to minimize it to the tray or close it altogether. If you don't get this prompt and LimeWire simply closes, open a simple text editor (such as notepad) and open limewire.props in your LW folder (make sure the file types to open in the OPEN dialogue box is set too "all files"). **DO NOT RUN LIMEWIRE WHILE MODIFYING ANY FILES**. Towards the bottom, an entry will read:

SHOW_TRAY_DIALOG=false

Change this to:

SHOW_TRAY_DIALOG=true

Save the file, close Notepad, and open LimeWire again. Then try closing it again and see it you get the prompt. :-)