Password requested after Exiting Access

I recently installed an application on a client's pc. They requested a
simple password, so that was set up (Open Exclusive...) The password works
fine, but when the user exits the program, the password screen appears
again. If you input the password, nothing happens (everything closes), but
if you don't, then it remains on the screen. Any ideas why this is
happening? Running 2002 Access on Win 2000.

Thanks in advance....

Damon