Hi, most SAS procedures end with a RUN; statement. But, a few SAS procedures perform what is called "run-time" processing and they end with a QUIT; statement. I believe that Proc GLM might be one of the procedures that needs a QUIT; statement. You might try this as a program model:
proc glm data=whatever;
... more statements...
Just put a QUIT; statement when you're done with the last of your PROC GLM statements. That should eliminate the 'Proc XXXXX Running' message.