Run on startup isn't enabled right now:
http://versatilemonkey.com/forums/viewt ... tarts#p810"Exit" seems to fully quit the program, while "Close" just runs the program in the background (like hitting the escape key from the main screen, or hitting the red "end call" key).
"Close" should probably be renamed to "Run in background", or something similar.
If you want PT to download episodes, load PT manually, then "Close", "Escape", or "End call".