Internet Explorer Question

I'm running Win2K (SP4). I have a macro that starts my dial-up connection, loads IE and a few other programs. When I'm finished, there's another macro that unloads everything and closes the connection. Lately, I find that IE isn't being closed by the macro. When I check to see what's running, IEXPLORE.EXE isn't one of the programs (sure looks like it though), so the command to close it naturally doesn't work and I have to close it manually. Any ideas why IEXPLORE isn't showing up as a running program? It's being called in the same way it always was, from the same directory, but when it starts up, it isn't in memory (or at least not as a separate program).