My computer says WAIT you still have a program running,But I
can not find it.What should I do know!!!

Um......that's really not enough information...when does it say this? And what does it have to do with the Dukes of Hazzard?

It says this when I go to shut down the computer.It will ask
If I would like to cancel shut down,Wait 20 seconds and see
if the program stops running itself or to just close know and loose
any unsaved programs or info.And about that picture,Lol ,I
Just like the Dukes of Hazzerd.

It should be safe to just End Task and be done with it. That happens sometimes with some programs.

Thank You ,BorgHunter