Nemo...
Without putting words in Stevers mouth, I believe he said he needed to restart his entire computer; not just Lightroom.
Is that correct Stever?
Obviously, that shouldn't be the case, the correct behavior is as Nemo states; Lightroom should restart with the new catalog chosen. You might try the usual fixes for LR (I think one this is usually recommended is deleting the prefs file - although I would back it up first in case that is not problem), and another might be compressing the catalog.
Cheers...
Todd in Chicago
I've used Lightroom since v. 1.0, and I've always had Lightroom restart when I change catalogs. It's irritating, but not a big deal. Is it creating problems for you?