Why do applications always open the last document or page viewed?

I love my Mac. But since I got my new iMac and OS Lion, I've had a hard time with one option and I can't figure out how to turn it off.
When I open Excel, it opens the last document viewed. Even when I click on a new document, it still opens the last document. When I open Safari, it takes me to the last page viewed. Its very annoying, probably useful to someone other then me. How do I turn this feature off?
Thanks
Jim

That is part of Resume, a feature that re-opens the documents that were open when you quit.
You can turn it off system-wide in the General System Preferences.
On a per-app basis, you can only use the cmd-option-q shortcut or menu to close all windows and quit.

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Why do applications always open the last document or page viewed?

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