Pocket PC Exit Problem...(Challenge)

Question

Hi Every Body, I m facing a really stranfge problem.I m using .NET CF,C#,And Pocket PC 2002.I devolp a stox taking application.Problem is that when i use Exit menu ( I wrote Application.Exit();) It did not exit my application.Pocket PC also did not show any thing related to application in memory.But when next time I m trying to run the application,It did not work untill i restart my Pocket PC. Pleas help me.My Head is spinning due to this. Thanx