Ive built a very simple wxPython app (like the minimal sample) and try to run it with drPython.
Unfortunately when I close the window and end my program drPython stays in "running" mode until I explicitly select "Program->End"
I have never encountered this before.
I would suggest posting the code you are having trouble with (post it as an attachment). I'll check it out, and see if it is a drpython error. Have you tried running drpython from a prompt, to see if there is any error output when you close the program?
Generally speaking, drpython will only exit "running" mode when the program has completely exited.