System Preferences > General
Check the box titled "Close Windows when quitting an Application"
There is no such item in general. There's one "restore windows when quitting and re-opening apps" that I already unchecked because I was becoming crazy when I start the mac...
When I tried cmd+alt+W, a window with saving change opened and I can't use preview anymore. I've to force quit preview...
I don't think it's a virus. I've got pictures from a camera and lessons from university.
Thanks for help.