Unable to see file in Windows Explorer while it is visible in Android file browser

Ok, I figured out why it was happening. Actually even if we press "Back" button, the program keeps running and unless I go to Settings > Applications > Manage Applications > "Force Stop" <application> I can't access the file written by this program even if it is on sd card and even if the filewriter has been closed.

This is just based on my observation and I'd like someone to post a better answer with facts and with solution.

edit: I'll update my question accordingly.

edit: as recommended on meta I've posted a new question

Can't see a file in Windows written by an android app on sd-card unless I “Force Close” the app

If worse comes to worst disconnect, reboot and reconnect your Android device. The files should show up then.