You closed that program... right?
If you come from the world of Windows as I did, you are used to closing an application by clicking X button found in the top right corner of of most windows.
There is an X button at the top of most windows in OSX as well and when you click that X, the window disappears. For a while, I assumed that this was exiting the application but that apparently is not always the case.
If you take a look at the dock menu, each application that is running has a small light under its' dock icon.
So how do you close it for real? There are a couple of ways. I tend to use the Command + Q shortcut when I'm done working with an application. In almost all cases, this shortcut will exit the application completely. This is the shortcut for almost every applications 'Quit' option when you click the applications name in the file menu across the top of the screen.
Another method is to simply "right click" on the applications icon in the dock menu at select Quit from the menu.
So... keep those resources available by closing your apps!