This is a common problem with Windows applications especialy ones that are resource hogs... the Resrouce Hungry application wont shut down properly because it is eating up so much of you're PC's resources that Windows can handle the shut down.

FireFox
Lotus Notes
PhotoShop

Are just a few resource hungry programs that will have this problem.

So if you're PC Slows down for no good reason, either shutdown the application that is stuck as explained in this thread.. or better yet Reboot You're computer.

Although you may recover speed back from using the End Process option... you may not get certain resources back, such as memory used by the application that did not shutdown properly.