That depends on your installation. As soon as you have a developer license installed you will experience this. You can either end the last procedure in the session with a QUIT statement as Cringer says - or you could start the client with the -rr startup parameter. But in order for the -rr parameter to work you need to have a runtime license ( client networking ) installed too. ( I always install both licenses on my developer machine in order to be able to use the -rr parameter and mimik a runtime environment as close as possible. )
Heavy Regards, RealHeavyDude.