'Run' terminal window not closing

I have an Java application which I have created an installation package for using InstallAnywhere.
On Solaris when launching the application using the alias from a terminal window it works fine. But, when I launch the application from the File Manager, by double-clicking, it creates an 'extra' terminal window called 'Run', this terminal window doesn't terminate when I exit my application.
How can I prevent this, can I prevent the 'Run' window from starting using some sort of setting, or can I somehow make sure it is closed togheter with the application?
On Linux (SuSE10) the OS asks how I would like to run my application so I don't have the same problem there.

Hi Kanwalpreet
For basic idea please refer to the following link
<a href="https://www.sdn.sap.comhttp://www.sdn.sap.comhttp://www.sdn.sap.com/irj/servlet/prt/portal/prtroot/com.sap.km.cm.docs/library/webdynpro/wd%20java/wd%20tutorials/dialog%20boxes%20in%20web%20dynpro%20applications.pdf">Dialog Boxes in WebDynpro</a>
Go Through <b>page 16</b> of the PDF Document
Regards
Chaitanya.A

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Hi Kanwalpreet
For basic idea please refer to the following link
<a href="https://www.sdn.sap.comhttp://www.sdn.sap.comhttp://www.sdn.sap.com/irj/servlet/prt/portal/prtroot/com.sap.km.cm.docs/library/webdynpro/wd%20java/wd%20tutorials/dialog%20boxes%20in%20web%20dynpro%20applications.pdf">Dialog Boxes in WebDynpro</a>
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Regards
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