Closing programs just minimizes them

When I click on the red dot in the left corner of a program box with some programs it just minimizes them and with other programs it closes them. How can I change this?
Thanks

Just so you really do get this, there is no such thing as a taskbar in Mac OS X; what you seem to be referring to is the Dock. Mac OS X is not some alternative to Microsoft Windows. It is a completely different operating system. Until you realize that Microsoft Windows is not some sort of default for a GUI fronted operating system, but rather just one of the available operating systems on the market, you are likely to be frustrated. Mac OS X is very easy to use, but not if you are going to fight against it.
I am sorry that I used a "windows" term to discribe the "Dock". To be honest I don't really care about windows and am not trying to make OS X act like windows. I also don't think this is any crime either though.
You don't seem to understand. The buttons in the top left hand corner of a window relate to controlling the window and not to starting or quitting the application.
Why is it that sometimes the program will quit and sometimes it will not quit? I would like to control this and make the ones that I want stay open and running in the dock and others that I don't want quit. If this is not possible as I stated earlier I am fine with abandoning the three colored buttons. I also understand your frustration with former windows users who are unwilling to try doing things a new way that may end up saving them a lot of time and frustration in the long run and I am sorry if my post came off that way. I will do my best to try to use the correct terminology in future posts.
Thanks again for your help
1.83ghz macbook (mine) ibook 1.2ghz (wife) mac mini 1.42 (mp3 iphoto server)   Mac OS X (10.3.9)  

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