Yes, it closes no problem. I always close it before turning the computer off, and when I reboot it, it's there again.
I haven't had any problems with crashing in ages. It used to freeze every time I turned the computer off, but for about the last month it's been fine.
I'm running XP by the way, so not sure if it would be the same as for 2000.
I suppose that link would be good if everything was running fine, and it's just a security measure to stop you changing stuff by accident? Or is that something I should be doing now?
How do I get into the program manager!?