Found a bug? Please report it, but remember to follow the bug reporting guidelines.
Missing a sane feature? Let us know!
But please do NOT request ports to other systems.
Actually, I know how to close ZSNES from itself, and I do not pin ZSNES to a taskbar. Is there any OTHER way to close ZSNES besides those you have mentioned?
You are correct. I did not verify that when I closed it via the taskbar button, it closed on its own. It actually stayed running.
I suggest trying the X button inside the window, or the Exit item from one of the menus. If that doesn't work, then terminate it from the task manager.