Application stays in process list of task manager for about 20 seconds after application is closed

I have an application that uses Winsock for TCP/IP connections to the server. After connecting the Winsock communications and then closing the application , the application.exe stays in the process list for about 20 seconds before going away.
If I start the application and do not connect then when I close the application it clears from the process list immediately.
Any way to track down what is preventing the process from going away when the application closes down? 

I installed and ran the process monitor program and it shows where the delay is but I'm not sure what it is. Below are a few entries copied from the performance monitor log that indicates the delay between 10:10:52 and 10:11:15.   
10:10:52.8375822 AM TcpRecords.exe 4124 CreateFile C:\Windows\Help\.HLP NAME NOT FOUND Desired Access: Read Attributes, Dis, Options: Open Reparse Point, Attributes: n/a, ShareMode: Read, Write, Delete, AllocationSize:
n/a C:\TcpRecords\TcpRecords.exe
10:10:52.8379278 AM TcpRecords.exe 4124 RegCloseKey HKLM\SOFTWARE\Wow6432Node\Microsoft\Firewall Client 2004\Notification SUCCESS  C:\TcpRecords\TcpRecords.exe
10:11:15.3369322 AM TcpRecords.exe 4124 RegCloseKey HKLM\System\CurrentControlSet\services\WinSock2\Parameters\Protocol_Catalog9 SUCCESS  C:\TcpRecords\TcpRecords.exe
10:11:15.3369775 AM TcpRecords.exe 4124 RegCloseKey HKLM\System\CurrentControlSet\services\WinSock2\Parameters\NameSpace_Catalog5 SUCCESS  C:\TcpRecords\TcpRecords.exe
10:11:15.3375201 AM TcpRecords.exe 4124 Thread Exit  SUCCESS Thread ID: 4824, User Time: 0.0000000, Kernel Time: 0.0000000 C:\TcpRecords\TcpRecords.exe

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