Windows 7, CS5.5.2
I had this happening to me a few times times, I click the x in the top right corner to close Premiere, it asks me to save my project, I click no and the program seems to close, nothing on the taskbar left either, but it's still there in the taskmanager as a 290MB process.
I discovered this when Premiere refused to start. Now I'm forced to close the process before I can start Premiere.
What's causing this?
It seems that more people had this problem:
http://forums.adobe.com/message/2920945
http://forums.adobe.com/message/3248472
Some had it solved by updating the video driver, but since I already have the latest one (NVidia) I don't see how that's going to solve it. I also have the latest chipset and audio dirvers as of yesterday.