it sounds like the program isn't shutting down properly "hanging" and it can't write because it's in use.
ctrl+shift+esc for task manager without losing directx and check your process list.
HOLY CRAP! That's just so helpful for future references....no more deciding whether having to stay online is more important(If doing something and you can't find time to restart the game like dyna or another timed event) or forcing a d/c for task manager >.<