The server will not shut down while a transaction is in progress. It will wait until the current transaction completes before exiting. Some browsers behave unpredictably if the rug is pulled out from under them.
To shut down the server, click once on its icon and choose Close in the popup "system" menu. You will hear a beep indicating that the server has received your request to shut down. If there is no transaction in progress, the server will quit immediately. Otherwise it will exit when the transaction completes.
If the server window is open, choose Exit in the Control menu, Close in the "system" menu (click once in the upper left corner control box), or double click the control box. Again, the server will acknowlege your request with a beep, then exit when it is appropriate.