Too many clicks required to close a window

When I click to close a window, too often a menu pops up instead. What am I doing wrong?

The buttons that were giving me a problem were close X; hide X. It didn't seem to matter whether I clicked on the close, hide or X a menu would pop up with a list of items: Open link in New Window, etc down to Copy Image.
Now it seems to be working, or my fingers are working! Thanks for the great tip though in terms of closing the main windows and applications!

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