You will find that your client process is still loaded in the background of your system, hit CTRL+ALT+DEL to bring up task manager and then simply kill the process.
If the above fails you can always restart your system.
restarting is not an option when running several instances of hb/gb. you have to start several wow's and buddies after that again... when closing hb/gb it just should logout, so after restart of the buddy it will login at once.