In the Windows Server environment, all your users are working on shared resources. Think of it as you all using one computer at the same time. For this reason, it is important to conserve resources for use elsewhere when possible. One great way to make sure the most resources are always available to those who need it is to fully end your session when you're done working.
This involves ensuring you SIGN OUT rather than simply DISCONNECT when you are finished. Using the 'X' at the top of your screen to end your session will not fully end your session. Programs will continue to run and use resources if you use this method.
There are two options for properly ending your session. The first is done through the start menu. Simply open it, click your profile images, then press 'Sign out'.
The second can be done by pressing ALT-F4 from your desktop (sometimes open applications can interfere with this keypress). This will bring up a dialogue. Simply make sure 'Sign out' is selected on the dropdown, then press 'OK'.