I have the latest version (Build 3).

When exiting, I'm regularly left with a gray box in my lower left, blocking my Desktop. It only shows "Help" in the top left and, indeed, one can access Realband's "Help" from it. I can't make it go away. Going to Task Manager it indicates there are no programs running.

I have to reboot, to be able to get rid of it and have access to my Desktop again.

Look for bbw2.exe in the task manager.

The latest is actually Build 4.

Or FP32

End Task (assuming RB isn't open).

Did this happen just once or does it happen all the time?

Here's a RealBand Kill - so you don't have to use Task Manager when it locks up.
Reset RealBand - Will load your default setup, once you have RealBand setup how you like copy RealBand.INI RB.CFG DEFAULT.RWS
to C:\RealBand\Config Backup
Copy shortcuts to Desktop or Taskbar.

If you are running on another drive than C:\ right click Reset RealBand.bat > Edit and change the drive letter, save then create new shortcuts.

Dropbox Kill-Reset-Backup-RealBand.zip