you have 2 problems then. it closing and not shutting down properly and you cant remove it. firstly i'd like to know why you find it runs wierd apart from the shutdown thing?

on the not shutting down properly, use the task manager to close it under processes. its a pain when it does that but its nothing to worry about. and removing it is easy, just delete the folder when exploring your HDD. i've had keyclone for .. 4 months i think now and have had that "bug" happen 3 or 4 times now. it normally goes away on its own