Are you saying that if you run the script:-

################

print "Hello World"

################

that the text output window will open, with the text "Hello World", but you are unable to close the output window by clicking the "X" or equivalent on a Mac?

Because I can on mine.

Can you give an example of your script?
Do you have a loop still in progress?
A "while i < number:" but forgetting to increment i ?