Closing a window vs. quitting a program
One thing that is a bit different from other platforms to Mac OS X is what happens, when you close a window of an application. On a Mac, closing all windows of a program, does not mean the application is automatically closed. Instead, you remain in power to decide, when to actually shut down a program…To illustrate this, let’s open up the application TextEdit, found in the Applications directory. Its icon looks like this:
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As always, double click it, to open TextEdit. You are presented with an empty, blank window waiting for you to enter text. Click inside the red circle to close this window of TextEdit.
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Now all windows of TextEdit are closed, but the program remains active, you can see this, by looking at the icon of TextEdit in the Dock (the blue light indicates, that the program is running)
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or by looking at the menu bar, where you see TextEdit’s menu items:

You can now still select files to open (via the menu File - Open…) or open recently opened documents (File - Open Recent…) and any other action, that is not grayed out in the menu.
To really close the application, select from the application menu Quit TextEdit.

For some users, this difference, of how Mac OS X handles applications and windows of applications, needs some time to get used to. But once you are familiar with it, it gives you the power to decide, when you really want to close a program and when you want to keep it open, for quicker access, later on.
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