How to close application completely when clicking red button on any app? I'm a long time windows/Ubutnu user who have recently migrated to Mac OS X and running 10.7.4. One thing which i'm unable to get used to is that  while the red button closes a window, the program will remain open until you quit the application using the Menu Bar. One option to bypass it is use the key combination Command+Q but by doing that all the instances of that program opens up the next time I open that application. Is there a way out?
You can't close the application by clicking on the red button, as you said it is meant to close the window...

Using cmd-q is not a bypass but the shortcut to close the application. And the windows are not instances of the application, they are in the same instance...

What bothers you is the "resume" functionality that restores the state of an application -- e.g. all open windows -- when you restart it.

Look here or here to see how you can tune or disable this "resume" feature.