Oh well the base code for the game is quite old so could happen, however on my test machines it works fine. BTW directX is good to use if you don't have OpenGL drivers installed.
The UBM remaining on the process list is something I never experienced honestly.
Just a friendly warning
: if you got the exe from a pirate site, there are good chances that could contain virus or other stuff (while obviously on my site is completely clean). Of course I'm not saying that you got it from there, but just wanted to warn you (even for other games). Several times in the past I was told about bugs in my games that in real were only bugs of the cracked version!
In any case, as soon as I have some time I'm going to check the problem you mentioned.