This is a known bug in Internet Explorer (IE). Here is some more info from Microsoft
What's happening, is that ClipMate uses an IE window as its internal browser (the HTML Tab in ClipMate Explorer). IE is too stupid to know that this window shouldn't count toward its "open window count", and thus thinks you're still on the net.
If you want, you can tell ClipMate not to use IE. See Config | User Preferences | Advanced. The option to disable is "Use Internet Explorer Browser To Display HTML?"
Of course, you'll lose the ability to view HTML within ClipMate. The only real fix will be when IE is fixed.