The clean and proper way to quit is to make sure all processes end and then you close all open windows programmatically. The application will terminate when the last window closes. The Quit VI you refer to should normally kill the application so I can only speculate that there is something else in your code that prevents it from doing so, but it's not a good way to exit. If you use it you will see the windows of you application return to their development state for a brief second prior to closing, not very neat.
Upload the code if you still have problems, I'll have a look at it.
