Originally Posted by GUWonder
Press CTRL + ALT + DEL and go to processes to see if explorer is running in the background possibly but not appearing on the Windows task bar.
...If the "Log Out" is not working for you, then the work around may be to go to Tools in Explorer, go to Internet Options and delete cookies. Then exit IE and relaunch.
IE is not running in the background. I had wanted to try a small experiment (which is why I tried logging out) but it is not important enough to delete all my cookies from every site.
I am on my home computer so this is not actually a problem for me -- I am more concerned about people who are on public computers and don't realize that they haven't logged out.