according to the microsoft website,
someprocess.Kill() will forcefully terminate the process.
someprocess.CloseMainWindow() request to exit ie a prompt appear reminding the user to save their work in the case of an application process.
someprocess.Close() frees resources associated with the process.
However, when i call someprocess.Close, the application program (notepad) does not seem to be affected by the call.
An example can be found in the MSDN.
The Close method frees the memory associated with this Process object. To actually end the process gracefully you need to call CloseWindow, to kill it use Kill.