I had an odd problem, though I downloaded the game from Telltale I played it on Steam (I don't own it on Steam, but I played it on Steam as a non-Steam game, if that makes sense) but when I closed the game Steam would tell me that it was still open. Then Steam would refuse to close because it said that Jurassic Park was still running. The only way I could fix it was opening the Task Manager and closing Steam directly though Processes.
I run Vista. Also, that doesn't happen with any of my other games.
"Now, if you'll excuse me, I have some massive internal hemorrhaging to attended to."