This is a bug that was already in Vegas 8, and to this day it persists in 9.0e. Sometimes Vegas stays in some processing limbo doing who knows what in the background. This can be triggered by several different reasons, but my problem is that when you determine after several minutes that it's not going to let you keep working and you want to close it, you click on the close button and this dialog pops up:

"A background operation is currently in progress. Vegas cannot shut down until this operation is complete or cancelled. Would you like to cancel this operation?"

So you click on yes, but nothing happens. It stays in vegetative state, not letting you do anything, but not killing the process either. So you have to go into Task Manager and kill it from there.

It wouldn't be so annoying if it was a very isolated occurrence, but it's not, I've seen this happen dozens of times, and not triggered always by the same situation. In this particular one, it was simply because I opened a project that was supposed to have some proxy files that I had deleted. So I was just going to use proxystream to switch to the source files, and then switch to a new set of mxf proxy files that I had created, but I didn't get to do any of that, it just went into a coma. After I killed it from Task Manager, I re-opened it and I was able to do what it wanted.