If you are using the SSMS GUI, you may not be aware that behind the scenes, you are really issuing an ALTER DATABSE command. It is likely that another process (or processes) were accessing the database you want to take offline.
If you're a DBA, or have sysadmin privileges, issue an sp_who2 command -- looking for the ALTER DATABSE process logged to you. Kill the process.
Once the process has been killed off, issue the ALTER DATABSE command yourself.
To take the database offline:
USE master
GO
ALTER DATABASE yourDBname
SET OFFLINE WITH ROLLBACK IMMEDIATE
GO
To get the database back online:
USE master
GO
ALTER DATABASE yourDBname
SET ONLINE
GO
For added protection of data you do not wish to be online:
ALTER DATABASE yourDBname SET RESTRICTED_USER