Download and run CCleaner. Then go to the Sysinternals site. Get at least process explorer. Start utorrent.

Open process explorer. Enter utorrent in the search box. (See screenie.) Try to exit utorrent. (You have to hit file>exit. Closing the window just minimizes it.)

If it won't go away, start killing processes involved with utorrent until closes.

At the very least, this will help pinpoint the problem. Also, look through the event logs for any mention of utorrent.