When you say you quit the application through Task Manager, did you end the task? Or did you end the process? If you navigate into the 'Processes' tab in the Task Manager, and find the associated process, right click on it and select 'End Process Tree'. This will usually immediately end the application.
Now, once you've done this, there's a slight change that Explorer has hung and that the remnants of the application will still be visible. What I mean by this is that if there's a white window stained on the desktop, you might like to restart 'Explorer.exe' in the Task Manager.
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