Posted this in the General section
I have been playing around with the registries and it seems there are some registry settings that you can change to prevent that
If you look into the above folder, you can find a list of apps that will run under exclusive, meaning they will not show up in the normal task manager. You will notice Opera9.exe is in there. If you remove the entry, you can now see Opera9.exe in the task list. But it still doesn't seem to terminate the process when you exit Opera. Hence for the first poster, if you just stop here, your Opera will minimize visibly to the tasklist once you click on the "X"
For those who want to further kill Opera when you click on "X", you need to go to
Add a DWORD key (Opera9.exe) and set the value to 1. Now when you exit Opera, the process will be terminated and memory returned.
This works for me.