I'm really starting to hate outlook. It's bloated and buggy. Unfortunately, it's required to sync with Windows Mobile.
If you're phone is connected and sync'ing with your desktop, then outlook is still open in the background. You should try disconnecting your phone about 5 minutes before you turn off your computer. This should give Outlook enough time to close. Sucks, eh?
"I have no special talents, I am only passionately curious" - Albert Einstein