Jing functions as more of a utility working in the background as opposed to traditional programs. If you want to quit Jing, click More > Quit.
If you do not see the Sun Launcher as shown above, it's possible Jing is running in your system tray (Windows) or in your menu bar (Mac). If this is the case, right click the small, round Jing icon, and select Quit.
To restart Jing on Windows, the default location is: Start > Programs > TechSmith > Jing.
On Mac, the default location is Applications > Jing.