ePSXe can't be normal closed?

Well, I have ePSXe installed on windows XP. I play them around but when I wanna stop (after save). I clicked the red X button just like when I normally close window/program. But the sound was still there. My CPU was still running and I had to kill the process off my task manager instead.What did I do wrong? Also is there a tutorial to add cheats on the add on? I'm playing Digimon card battle which doesn't have cheat on the default DB.

Clicking the X just closes the display. You must stop emulation (press ESC) then close the emulator. If you didn't, like you've done, you'll have to terminate the process using the Task Manager.