All programs load into memory. If the program itself has memory leaks, then you should contact the author of the program. You can also try uninstalling and re-installing the program.
Anytime that you have a problem with a program the best thing to do is to to a total uninstall of the program and then start over with a fresh install. When you uninstall the program it should remove all traces of it and the reinstall will include a fresh version that should not be broken.