If you exit from the main screen you must use Ctrl+Shft+Q.
Use Ctrl+Alt+Del to check your open processes for extra copies running in the background.
You're running Windows 7, I expect and Major Magee is right on it: CFS3 doesn't properly shut down in Win7 and leaves a cfs3.exe process running. This happens whether you use the menu to shut down or Alt-F4.
As the Major says, Control-Shift-Q will shut the sim down cleanly.
Guys,
I think under Windows Vista and under Windows 7 that to get to the "Task Manager" the keyboard shortcut is:
Ctrl + Shift + Esc