On this PC running XP Pro, clicking on the "X" button to exit the Portable Apps Suite menu has no effect. Nor does right-clicking the system-tray icon to find a menu.
Could this be a firewall or AV interaction? Is there another way to exit short of going to a Task Manager stomp-on command? Befuddlement abides.
Is the display messed up (extra black space around the menu)? This is usually the 120dpi bug which is fixed in the 1.0.2 beta. It's mentioned on the Suite page.
Sometimes, the impossible can become possible, if you're awesome!
The symptoms are indeed as you anticipated: black bands below and to the right of the menu. I will apply the beta. Thank you, Sir, for the prompt diagnosis and for godfathering this excellent service for nomadic PC users.