I tend to agree with BlueScope and Zeriab on this one. I'm always a bit miffed when a program I try refuses to actually close using Alt+F4 or the X button. Either by changing the functionality entirely, or simply by adding a message to the effect of "do you really want to exit?" when there is nothing to save, modified data has already been saved, or data gets autosaved without needing the user to do anything to it. In point of fact, I have an old "fun" (in quotes for a reason) executable that explores that very aspect of programming. Every time I accidentally opened it, I would effectively think "oh, shit!" and immediately go for the task manager to kill it. I would upload it, but it was programmed under a 16 bit architecture, and most computers can't run it any more.