MCCWSAWindow seems to be dependent on operation of BTHelpNotifier.exe. If you've got BTHelpNotifier.exe running (click on the Processes tab in with Windows Task Manager (Ctrl+Alt+Del)), you'll see that BTHelpNotifier.exe is responsible for slight but constant CPU usage. As this is a non-essential process that is using up system resources, and as it's not necessary to run at startup, it's best to disable it, and in so doing resolve the non-terminating MCCWSAWindow annoyance.
Click on Run, via the Start button, and type in "msconfig" (not the quotes). Click on the Startup tab. Uncheck BTHelpNotifier. Then re-boot. You will still have to manually end MCCWSAWindow on this re-boot, of course, because BTHelpNotifier is still running, but subsequent re-boots will not be hampered by MCCWSAWindow's failure to terminate.