I use the free version of CCleaner on XP with all MS updates installed (at 29th Feb 2012).
I ran an analyse, ignored the message to close firefox, then a clean also ignoring the firefox warning. After closing the program the process continued to run 2 copies in task manager using all available CPU%. (Screenshot 2)
I reran CCleaner to get an address to report this bug, then closed it. Now I have 3 copies of the process running. (Screenshot 3)
In every case the 'Applications' tab did not report CCleaner. (Screenshot 1) From the 'Processes' tab I can't close any of the three copies. Not even a 'Not responding' message.
Now I'm going to run it again to confirm the build and version number... V3.15.1643. Surprise! After closing it I now have two process copies running, not 3 or 4 as expected. Will repeat this... now I'm back to 3 processes and no application.
Attached are 3 screenshots