Game keeps playing in background

I'm having an issue turning ePSXe off.The game sounds keep playing in the background until I shut off the computer.It has happened with GT2 and Resident Evil.I can switch back and forth between the games,but not shut them off.

It's because you need to press Esc to get back to the main window of ePSXe with the menus before you close the emulator for it to shut down correctly.

If you haven't done that and you can still hear sounds from your game, go through Task Manager, find ePSXe in the Processes list, and End Process.

Thanks,man