RDP session not logging off after application is closed

  Hello,

        I am trying out RemoteApp in Windows 2008. I managed to publish a simple application, and I am able to connect to it remotely using an .rdp file.
   The application works fine, but the issue is that when I close the application on my remote machine, the session just gets disconnected, it doesn't log off. I have tried connecting from different clients, and I get the same result: After I close the application, I can see the disconnected session on the Win2008 server.
    
        How can I make the session to automatically log off after the application is closed by the client ?

        What am I missing ?

Thank you for any suggestion.