What version of iTunes, what OS are you using? Just to clarify.
Also, do you have any hacks/mods installed on said computer?
Edit: reread your post, saw it is a Macbook, so I'll assume OS X 10.4.7 with iTunes 6 🙂
Still need to know about the hacks, though.
Also, are you completely quitting the program, or just closing the window?