Mail won't close, can't shut down my MacBook Pro

Dear Apple Community,

since 10.7.4 Mail won't close sometimes. I use mail sometimes in Full-Screen, sometimes in the standard mode. If I'm finished with Mail, I close mail using "cmd+w" & "cmd+Q" or "cmd+Q". The programm is closed (window is gone), but the little blue bubble stays under the Mail icon at the dock. If I want to shut down my MacBook Pro (early 2011) I get the message "Can't shut down. You have to end Mail."

This *****. Any suggestions for a fix?