Regarding static sound, just click on the sound icon on bottom right, select playback device, select the device you are using, click on properties, go to advanced tab, now select the 24 bit,192000 Hz instead of 16 bit (Studio Quality). The sound problem will be resolved.
Regarding df exit, yes there is some problem. What I do is While df is l press the restore down icon adjacent to close icon soon after starting the df game. Then I press the maximize button on main df screen and then select the server. Sometimes it works and sometimes it closes down. Try this till zuperman come up with some solution.