All similar programs are developed in this way. They automatically start when the Windows is loaded, and if they are closed, they don't start until the next reboot. This is a normal behavior encountered on programs. To manually start the program, you can go under Start > Programs, search for Kingston Antivirus and open the EXE file. Also, you should find the EXE file in the default location where programs are installed. This is C:\ Program Files\ Kingston Antivirus.