Problem with Excel OLE

I'm creating an Excel worksheet with OLE and Excel Macros and the file is created without any problems. The only issue I have is that when you close Excel, the process in Windows keeps running (CtrlShiftEscape to view the process EXCEL.EXE). Is this a known issue with Office 2003 or a problem in SAP4.6C with the OLE2 connection not closing properly.

TIA