>When I close down my exe file, one by one my
>screens, forms etc. are flashing and closing before
>final exit of the program.
>
>How can I make the forms, screens close and be
>released as they are used?
>
>I do use thisform release in each form, screen.

If you exit application from menu when some forms are still open, you should close them explicitly. The most reliable way, I found, is to use commands before Quit:
IF WEXIST("MyForm")
RELEASE WINDOW MyForm
ENDIF
Create loop to check all possibly open windows!