It might be that Freelancer.exe is still running in the background (even when you closed it and can't ALT-TAB to it) and it did not shutdown properly. It happens to me from time to time.
How to fix it: press CTRL-ALT-DEL. Under "Processes"-tab in Task Manager windows find freelancer.exe, select it and press "End Process".
Or alternatively reboot your machine, which kills the freelancer.exe process.
For Vista users I've noticed that some processes just won't die not matter what you do. It's extremely annoying, since it means I need to reboot the whole machine. I know me revealing this all those Vista haters out there are whipping themselves into a righteous frenzy all the while repeating the words: "Oh yeah! Oh yeah!":D
Odd, I'm on Vista and I can always kill the process, but then I've rarely had any problems with Vista, which may be because I nuked some of its "features" when I first got it:P