Bug#599548: I experienced this problem also

[Dominique Brazziel]

	I think I may have found the cause.  In
'Tools/Options/Interface' the 'Minimize on Close'
option was checked so when I thought I was stopping
Vuze by clicking on the 'X' in the upper right hand
corner it was actually just minimizing to the 
Gnome notification area.  After unchecking that option
when I click the X the GUI and the underlying java
process exit.