I can't reproduce, both work fine on MediaMonkey 4 and MediaMonkey 5.

Failure to close can be caused by installed extensions or devices attached to the PC.

File --> Exit and pressing the window close button on the top right does nothing. I cannot exit the program. I left it open for 2 days, although I've had this problem off and on.

MM v.4.1.30.1914

Also, if you do Help --> About, the about dialogue closes itself after a few seconds every time.