Cannot get "Quit and Close All Windows" to work

Each time I open any application on my Mac, it automatically opens any other windows for that app that I had previously left open and unsaved (including ones I had temporarily opened to view a file, which remain titled "Untitled", etc.)....I've tried UN-checking in the General area of System Preferences "Restore windows when quitting and re-opening apps", but this does ABSOLUTELY NOTHING. I've ALSO tried holding the Option key down while choosing Quit in a given application such that the "Quit" command changes temporarily to "Quite and Close All Windows", but, again, when I re-open the application, it re-opens all the previously left open windows as well...
I've found this behavior in programs such as Preview, Mail, Safari - the list goes on. What gives :-)? Thanks for any help!
Sincerely.
D.D. J.
Mac Pro (early 2009), 32 gigs RAM running Lion 10.7.4

Thansk for the quit reply! However, I'm afraid there are still problems:
It the Resume feature.
When choosing Restart, Sleep or Shutdown there is a checkbox you can uncheck to prevent the apps from launching.
This is actually the only time my windows DO fully close, when I uncheck the re-open previous apps after doing a cold-restart of my entire Mac (not exactly practical when all I want to do is not have to manually close a zillion windows that have inexplicably re-opened upon re-opening a given application like Mail...
Also in System Preferences > General there is a hard-to-find checkbox under "Number of recent items" you can turn off.
Also, you can hold the shift key to disable resume on a one time basis.
I've tried setting the "no. of recent items" all to 0, and this has no effect. I've also (as I mentioned before) DE-selecting "Restore windows when quitting and re-opening apps", which also has no effect (this is particularly perplexing, since this seems like the most logical way to enable what I'm seeking). I've similarly also tried option-Quitting from within the app to no avail...
Again, you can accomplish this through Finder by going to ~/Library/Saved Application State and deleting the folder.
I thought this would be the ultimate solution - just delete the entire "Saved Application State" folder, as you suggest. However, I tried this (temporarily changing it's name to "Saved Application StateOLD"), but when I closed Mail (with opened windows) and then re-opened it, not only did the windows still re-appear, but a NEW "Saved Application State" folder was created, saving presumably the new Resume data for seemingly this and any other apps that I still had open on my computer.
If you want to turn it off on a per app basis, (TextEdit is by example, replace TextEdit with the name of the app)
Launch Terminal and copy/paste this at the prompt...
defaults write com.apple.TextEdit NSQuitAlwaysKeepsWindows -bool false
Press return.
To turn off Resume globally...
chflags uchg ~/Library/"Saved Application State"
Press return
If you're CERTAIN the above won't mess up my computer :-) I guess I'll try this next, either App by App, or Globally. However, please confirm that you're saying that to delete Resume globally, I need to enter the chflags info (above), word-for-word, into Terminal?
Thanks again -
DDJ

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