Failure to Shutdown
It is quite likely that during debugging an out-of-process server started on-demand will fail to shut down. This could result from a problem in either server or client code that means that one or more server object does not get released. A Dolphin server will not shut down until all the COM objects it is serving have been released. This may not happen if there is a reference counting error, or perhaps a circular reference.
If you have opened any browsers or other windows during the session, then these will prevent the server from shutting down, at least until the windows have all been closed. Leaving a browser open is a good way of ensuring that an image does not terminate in order to preserve any changes one has made in it.
If necessary the errant server can be forcibly terminated using the Windows task manager. Be aware that forcibly terminating an out-of-process COM server on Windows 9x may cause system instability, though this is perfectly safe on Windows NT/2000/2003/XP.