Background:

When running the DOS Wedge under Windows from a batch file, you receive the following message when the batch file ends:
MICROSOFT WINDOWS POP-UP PROGRAM SUPPORT
Your pop-up program is ready to run. When you have finished using it, press CTRL+C to close this window and return to Windows

The DOS Window will only close if you press Ctrl+c on your keyboard.

Solution:

You can configure the batch file to close automatically using the following steps:

1. Create a one-line batch file that reads:
command.com /c
2. Save the batch file with any name (such as Close.bat). Save the file in the Windows folder.
3. Use the right mouse button to click the shortcut that calls the batch file or PIF that calls the TSR, and then click Properties on the menu that appears.
4. Click the Program tab.
5. On the Batch File line, enter the name of the batch file you created in step 2 (such as Close.bat).
6. Click OK.

For more information please read the following article on Microsoft's web site:

Windows Msg: Your Pop-Up Program Is Ready to Run (Q85643)