On some versions of the Windows NT operating system, ArcCatalog has the following limitation: if any TXT file exists somewhere along the path of a data file, including the folder where the data file is located, when you use the Add Data button to add a data layer, the ArcMap.exe process appears to be running in Windows Task Manager after you exit ArcMap. To avoid this, delete all TXT files along the path for your data files.
Plan workspaces (personal geodatabase MDB files) created in current releases of ArcGIS cannot be used with previous versions of ArcGIS.