David,
It does what you told it to do - it runs and finishes. In the command prompt window you see various other messages which hang around after your program finished. If you want it not to finish and close its window when run from Plato, put something in your code to prevent it closing, like a PAUSE statement.
Or, declare it to be WINAPP, include <WINDOWS.INS>, and put this code at the bottom of your program just before EXIT or END (whichever you use).
I=WINIO@('%ca[Demo]Run finished%nl%bt[Close]')
If you are using the Personal Edition and you use the LGO option, then you don't see the 6-second nag screen ..
Eddie