Bug? Game stuck on windows xp

I’ve just finished doing http://www.cocos2d-x.org/projects/cocos2d-x/wiki/Step_by_Step_Cocos2dxSimpleGame_Series.

I gave the game to my friend for testing, he’s using xp 32 bit.
The game is working fine but the game is still in task manager after it got closed.
I tried in my home computer(xp 32 bit also), got the same result.

It’s working fine in my development machine(7 64 bit).
Here’s the game(dunno why I can’t attach here): http://s000.tinyupload.com/index.php?file_id=07980197535055233207