By the BOINC application, do you mean the BOINC Manager GUI? It has always been the case with the versions I use (on both Windows and Linux) that clicking the "X" only removes the GUI window and leaves the program running in the system tray with the tasks still working. To fully exit, you need to click "File" and then "Exit BOINC."

As a side note, exiting without suspending the projects you are working on may cause WU instability.

supdood was on the right lines, but there's an extra point that needs to be made (at least, this is how the Linux BOINC Manager does it, and I'd expect the Windows one to be the same...)

When you do File | Exit BOINC, it should pop up a dialog box asking you to confirm your desire to exit; at the bottom of that dialog are a pair of options:

If you haven't checked the first option, the Manager will stop but the client (and hence the tasks) remains in the system. Might be worth checking that...

Another possibility, which I actually prefer, is to use the "Shut down connected client" option from the File menu before doing the "Exit BOINC" -- that's the way I do it on my Linux platforms, as I don't always want the client to go away when the Manager does!

Note that this option only applies in Advanced View, so if you're in Simple View you would have to select Advanced View from the View menu first. I actually find Advanced View more useful for monitoring task behaviour anyway, especially if I'm suspending and resuming things!

But, as supdood says, suspending your tasks (and waiting for them to report as suspended) before killing the client is probably a good idea anyway.

Hope this helps - Al.

[Edit - to mention Simple View versus Advanced View]

I had the same problem as Yuhmei_Kibegami when I uninstalled WCG's previous version and installed the latest one (7.14.2). Fortunately, the suggestion above (catchercradle's) solved the problem completely. (Thank you.)

I just think that exiting the manager should always shut the WUs down completely -- or at least by default...

It is perfectly normal and acceptable to run BOINC as a background service. There's nothing wrong with this and it's a far more common way of handling things than leaving the manager, which is a separate application, open all the time. Many people run headless machines with both desktop and server OSs and never open the manager on that machine, instead administering them entirely by remote access. While I'm only running six machines from one desktop some people have quite literally hundreds of machines at their disposal, all running without ever needing to open the manager application on the local machine and use the manager on a single desktop to control them all, only connecting occasionally to check progress. It's a GREAT idea rather than forcing people to remote desktop into machines the way the old UD client forced us to.