WinFF is a front-end that makes the unrivaled power of FFmpeg (or avconv) available even to people who are afraid by command lines: it creates the command-line (in a .bat file), launches FFMpeg, then it can be closed.
As there is some room left on the main form for a new button, maybe you could ad a "Close" button, Matt;) But indeed, completely redundant with the close gadget of the form.
Do you mean you don't find the converted file either, Anthony? Try to set it again (or elsewhere) then redo the conversion. I also noticed some issues with the destination path in some cases.