Quit the DOS program and type exit at the DOS prompt, if necessary. Windows alerts you if it can't automatically close an open program. You must close some programs, such as DOS programs, manually. If you haven't saved your work, you're typically prompted to do so. (This can almost always be done from each program's File, Exit menu if the menu bar is active or by clicking the program's close button.) If you forget to close programs before issuing the Logout or Shut Down command, Windows attempts to close them for you.

Close any programs that you have running.

These are the steps for correctly exiting Windows: Newer machines have more shutdown features because they're likely to have advanced power management built in to them via ACPI (Advanced Computer Power Interface). You can always choose to shut down the computer all or only some of this information might apply to your machine. When you shut down, Windows does some housekeeping, closes all open files, prompts you to save any unsaved work files, and alerts the network that you and your shared resources are no longer available for consultation. Logging off protects your work and settings from prying eyes. If multiple people share the computer, you should at least log off when you're finished so that others can log on. You can lose your work or otherwise foul up Windows settings if you don't shut down before turning off your computer. Shall we reiterate? Shutting down properly is very important. When you've finished a Windows 7 session, you should properly shut down or log off to ensure that your work is saved and that no damage is done to the OS. Learn More Buy Exiting Windows Gracefully

Windows 7 not logging off