How to re-enter a program after exiting

Hi,
I just bought a new 24" iMac and wow, I love it. I'm still a little new since I'm switching from windows (I have some Linux experience so it's not all foreign )...
I prefer my icons on my desktop and when I double-click to enter a program, it's fine. But when I exit the program and then try right away to double-click my desktop icon again to re-enter the program, nothing happens. Nada. (Btw, this happens on my new MacBook as well).
I actually have to go to the dock, exit the program there and THEN re-enter, at which point I can re-enter successfully.
Is this just the way the Mac works? I imagine I can save time and trouble by just exiting originally using the dock area. Is this my best option or am I missing something?
Many Thanks for any tips here,
Frank B.

If you do not quit the program properly, but just close the main window-then this is the result. To quit a program type Command+Q or choose quit from the application menu - just clicking the red circle will only close the window, but not quit most applications. You can tell if an application is still running by the little triangle below the dock icon. Double-clicking an application icon will not do anything if the application is already running.
Most applications do have a menu command - normally under the File, View, or Window menus to bring the main window back, the shortcut is often, but not always, Command+N.
HTH

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How to re-enter a program after exiting

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