Ok I see now why you have it in the tray. :)
Well , when you close it from the capture window it stll asks you "Do you want to close the application"?
I also added the minimize box just in case someone wants to run it in the background.
I will upload the source code so that you can take a look. Then you can decide which form you like to keep :).
Let me know if you want to add more features and if you need some help.