After winning my first game of LH, I exited the game and the LH window disappeared. Shortly thereafter I tried to start a new game, but got this message:

Checking Task Manager, I see that LegendaryHeroes.exe is still running. It's using about 12% of the CPU, for what, of course, I don't know. Memory usage, at 1,357,012K, is not going down. Little, if any, network activity.
Killing it with Task Manager lets me start the game again.