MS Outlook 2003 running in background even after exit.

[Parn]

I use MS Outlook 2003. I've always used Outlook Express, but I thought I'd give it a try. I have the setting to auto check email every 10 mins or so. I notice that sometimes (not all the time), Outlook is checking email even when I have the program closed (it pops up the email notification window in the right bottom corner).

I didn't see a setting saying anything about running in the background. Is this a bug? or is there a setting to turn this off?