http://forums.asp.net/p/1213389/2518956.aspx
"Closing browser does not stop debugging - this is by design. Please remember
that Web application is a DLL that is running inside server process. Stopping
this process effectively kills Web server. This may not be desirable if several
people are using IIS. If you do want to terminate Web server process, locate
Debug.TerminateAll command in Tools | Customize | Commands, add it to Debug menu
and use it instead of Stop Debugging."