Windows 7 Can't Automatically Close Firefox When Shutting Down

when I shut down my machine, I'll go back a while later and it's still running. The screen will say that it's waiting for me to close Firefox. If I choose Force Shutdown, it warns me that I'll lose any unsaved data. In the past when I ran WinXP, I would only get this msg if I had an open file that I hadn't saved changes on. So as long as all my files were saved, I could have 10 programs open and Windows would shut them all down automatically when I shut down the computer. My work computer runs Win7, and it will do the same thing. I searched online and found a way to force shutdown, but will that shut down the computer even if I have an unsaved file in Word or Excel or whatever?