How to terminate exe that been called from shell function

I use an application to launch another application with the shell command. I need to do this because I want the first application to check the version of the second local application(I use an API call GetVersionInfo) and compare it with the version that is sitting on the server, if it is different I update the local copy, then I execute the application from the first application with the shell command. The problem that I have is that when I close my second application,it truly does not close the process, it appears to still be running in the Task Manager. I am making sure to use the Unload me statement in the MDI's unload event, but still it hangs there. I even tried putting the end statement in the MDI's unload event (even though I know this is not suggested)and it still hangs.

Any suggestions?