Delete Databse from SSMS

When I am deleting the database from SSMS (SQL Server 2008 R2), That database is going to single user mode and gets deleted immediately with out the user intervention. But after that sql server begins running always. I can't stop it. The only way to stop is, I have to close the SSMS and come back again. How to get rid of this issue?. do I have to install any service pack?

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K.Athma