Any idea how to disable Version? As titled, is there anyway I can disable it? 

Sometimes when I close a TextEdit window or whatever application, I really want to purge it. But when I open the application again, the same text that I didn't want appear again, and that is really annoying.

Thanks.
Yes, you can disable Versions globally, I described it here:
How to disable Versions in OS X Lion
I found a way to disable Versions (not Autosave) in a (hopefully) non-destructive reversible way: (re)move the SQLite database that Versions uses
Careful, this comes with absolutely no warranty and may break your system!
sudo mv /.DocumentRevisions-V100/db-V1 /.DocumentRevisions-V100/db-V1_off; sudo touch /.DocumentRevisions-V100/db-V1; sudo killall revisiond
If it worked you'll be notified e.g. in Textedit when you close a document:

That (probably) means that your document will still be automatically saved in certain intervals, but once you close it (or the program) you can only retrieve the latest version (and Time Machine backups, if available).
The changes can be undone with sudo rm /.DocumentRevisions-V100/db-V1; sudo mv /.DocumentRevisions-V100/db-V1_off /.DocumentRevisions-V100/db-V1; sudo killall revisiond

Edit 2012-04-04:
Versions (especially of Autosave) may still end up in ~/Library/Containers as nicely described in this answer.