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If you're running Lion, then go to System Preferences>General Preferences
Deselect Restore windows when quitting and re-opening apps
 
no luck

i deselected restore windows However, my mail, parallel, and google chrome still pop up? Any other suggestions to get this to stop?
 
System Preferences --> Accounts --> Login Items

You might see those apps listed there. Use the [-] box to kill them.
 
Do you quit your applications before turning off your computer? If not, that's why. My applications all open if I turn off my computer without quitting them, they stay closed if I quit them before hand. I'm running Lion.
 
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