You might get this error message after some report development in BIDS (Business Intelligence Development Studio). It's actually a Visual Studio issue..something that has to do with VSS...and you may be afflicted even if you aren't using VSS.
The Error Message states exactly:
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Microsoft Visual Studio
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Microsoft Visual Studio cannot shut down because a modal dialog is active. Close the active dialog and try again.
Then you have to shut down the entire process and hope that work has been saved.
A fix is now out for this issue as a hotfix. You first must have SP1 applied to Visual Studio 2005.
Learn about the issue here from the MS Support Site:
http://support.microsoft.com/kb/936971
Download the hotfix here from the MS Connect Site:
https://connect.microsoft.com/VisualStudio/Downloads/DownloadDetails.aspx?DownloadID=7259
