That was a known issue with a previous version of FF.
Some experienced the problem, myself included. Even though the FF window was closed the process continued to run. The process could be ended using Task manager.
Depending on how many times you have updated as opposed to doing a fresh install, the problem may be hanging on from a previous version.
Uninstalling any and all FF versions found in add\remove and reinstalling the latest, 3.6.10, should clear it up. Do`t forget to back-up your bookmarks.
Here is a handy little tool that will save all bookmarks, add-ons, plug-ins and custom settings so it is easy to return your new FF install to the way you have it now.http://mozbackup.jasnapaka.com/