If you're using PFE Version 1.0 under Windows 95 or Windows 98, you may find that when you click the "Close" button (the small "X" shown at top right) in the Control Station window, the window is de-activated, but remains visible on your desktop.
This will be corrected in a future release. In the meantime, you can get around the problem by always using the Control Station command on the Options menu to close the Control Station.
The problem has not been seen to occur with Windows NT 4 or Windows 2000.