Firefox has a habit of leaving the FF exe running for a while after closing, especially if its been open a long time. You can either wait the 30 secs or so till Firefox closes properly or open task manager (Ctrl-alt-delete), right click 'firefox.exe' under the processe tab and click 'End process'. I would suggest the first option though.
If its staying running for minutes or more there may be an extension causing the problem. Also the now rarely used program
Firefox Preloader will keep the FF exe running.