Ending Applications

I recently realised that on my system when I shut down any of the Microsoft office suite applications (word, excel, powerpoint) that the process (e.g WINWORD.EXE) continues to run. This prevents me from being able to stop any hardware (e.g jump drive) which I had accessed with the application. I have to use the task manager and stop the process. Can anyone tell me why this might be happening and how I can corect this problem.