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Why would you want the app still running when closing the windows?
I hate it when I Quit too soon. Takes longer to reopen something. No choice at work... Windoze.

Is there a way to have the program close out after the last window is closed without having to manually quit it?
Nope. Quit the last one.

System Profiler and iCal close for me when I close their window...
Tried 'em. They don't Quit. (which is what you meant to type)
 
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