Opening an app opens multiple files ...

When I select a file to open for example and Excel spreadsheet, Word doc, or even a photo in Preview, the programs will open the last few files that I had been working on or viewed.
I really only want the one file to open that I selected. Is there a setting somewhere for this? What am I missing?

It does seem to ignore the setting.  I've run into a particularly annoying after effect.  I sometimes work on documents located on a different server.  If I am disconnected from the network (e.g., I'm sitting in the airport right now) and I launch Word, it desperately tries to find those documents from the disconnected server, providing error messages (that it can't connect to the server) and in the meantime, Word can't be used.  After awhile, it gives up on the server and then releases control over Word.  This process can take several minutes.
And, yes, I do have the "Restore windows..." option in the General tab unchecked!

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    Date/Time:       2012-09-11 19:50:01.769 -0430
    OS Version:      Mac OS X 10.8.1 (12B19)
    Report Version:  8
    Thread 0:
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    1   SystemConfiguration                     0x00007fff852865bd __SCNetworkReachabilityGetFlags + 717
    2   SystemConfiguration                     0x00007fff8528b0d3 __SCNetworkReachabilityScheduleWithRunLoop + 1236
    3   SystemConfiguration                     0x00007fff8528d713 SCNetworkReachabilityScheduleWithRunLoop + 107
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    5   Foundation                              0x00007fff86fe0842 __NSThread__main__ + 1345
    6   libsystem_c.dylib                       0x00007fff892cf782 _pthread_start + 327
    7   libsystem_c.dylib                       0x00007fff892bc1c1 thread_start + 13
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