The part that bothers me is that it even does this when the app is on your local hard drive. That precludes it being a security issue, I think. So I have to agree with Pat.
There is an old programming rule (older than Access, actually) that says, "If you open it, close it." If you are opening ANYTHING in any VBA code, or if you are opening something through a triggered macro, always remember to close it when you are done with it.
Another thing that bothers me is your statement,
This problem happen in any application once I open it once that is it I can't open it again till I go to task manager and close the MSACCESS.EXE there.
If this is true for ANY application, I wonder if you are running an unpatched version of XP and/or Access. I'm not going to recommend XP Service Pack 2 because that can have detrimental effects on ActiveX features, but if you have not at least loaded Service Pack 1 plus any Access updates, you might be catching a bug for which a patch is available. I would strongly advise that you visit the Windows Update site. That site WILL patch your Access as well as your XP software.
One final question comes to mind. Are you using some obscure, slow device as a data source? Or are you using a really slow network card? One reason tasks don't die on cue is because they are in a state called "I/O Rundown." Basically, in order to maintain some sanity in the memory database that describes Windows devices, there is a rule that says a task cannot die with I/O still pending. If you have a flaky or painfully slow device that does not respond in a reasonable time, your task COULD be in this rundown state. If so, you need to identify the device and either repair or replace it, 'cause if it IS an I/O rundown, you risk corrupting your XP driver database every time you use that clunky device and then do an "End Task Now" operation.