Hi, I actually have this same problem, I was going to post it until I read this.
I also have Vista Ultimate 64bit.
What happens is same as the OP stated, the tray icon does nothing when double clicked to open it. Opening the shortcut to the exe to load again works to open it up, but to close it I have to go into task manager and end the process. What I have noticed is that when it is downloading something from scratch it seems to be ok, but if say i queue up a few things, and one or two have par checked/unrared, the problem happens, the rest will stil download but the tray icon will happen.
Also what I have noticed related to this, is the bubble that pops up to say download complete from the sys tray. Usually I will download something, and then use Windows Key + L to go to the switch user screen to lock my PC. When i log back on the tray icon wont work, and I have to run the shortcut which pops the program up, and sometimes the bubble will pop up saying download complete, although it has actually finished well before this. After the bubble pops up the tray icon goes back to working, but this does not happen all the time. Seems to be hit and miss. I will try and notice anymore patterns which might help ID this.