FF takes a few moments to shut down - I sometimes get that message if I try to launch FF within a few seconds of closing it down.
It's possible that you have a "minimised to the point of invisible" instance running, or perhaps you have a browser helper app that isn't shutting down cleanly, leaving the FF process in a waiting state.
Go to Task Manager, Applications and see if FF is running. If not, go to the processes tab and kill the Firefox.exe process, if there. If there's no process running, then you should be able to launch it again. You shouldn't have to restart Windows to shut down the browser.
SD