Did you actually turned off your computer normally or through "exit shadow mode and shut down now"? Sometimes what happens is that when you shut down your computer in shadow mode through Windows the shadow session persists for some reasons. Next time if that happens check the SD status, it should be in shadow mode which means that you will have to use SD to exit shadow mode. It happens very often with my notebook when I use Windows to shut down my computer in shadow mode. Tony (the developer) if I remember correctly said it might have something to do with "fast startup" enabled. If the status is normal mode and you can see that some activities in shadow mode are still there, then the program is not working properly and I suggest to re-install it. But in 8 years of use SD has never retained the changes exiting shadow mode (unless you wish to exit shadow mode retaining all changes).