To exit the PageSnip program you either use the File --> Exit pulldown menu option.
... or right-click over the PageSnip icon in the Windows System Tray
When you select either of these options you will see this screen:
This screen is a reminder that when you actually exit the PageSnip program - the PageSnip services are no longer available in Internet Explorer.
Note: It is highly recommended that you leave PageSnip running in the Windows System Tray. This makes sure that you have the best snipping experience since the PageSnip services are "always on" when you are surfing the web.
Click Cancel to stop the exit process.
Click Hide to return the program to the Windows System Tray.
Click Exit to actually close the program.