Sorry that you're sad, Mat, but I can definitely help here!
I took a look at your "Hoteldeals.co.uk [TEST]" lightbox form and that pop-up is set to always display; this means that the lightbox form won't appear after you have signed up, but if you are just clicking X without signing up, the form will continue to appear on each visit to your site. Not to worry -- changing the settings to display only "Once" should resolve this issue!
While editing your form, step 6 of 8 allows you to choose when the lightbox form displays, so you can change the settings from "Always" to "Once". Now, your form will still stop appearing for anyone who has clicked X, already signed up, or cleared their cache and cookies.
You should be all set from here but just give me a shout if you have any follow-up questions Mat.