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Microsoft has been messing a lot with the GUI lately. I think this article sums it up quite nicely: http://www.nngroup.com/articles/windows-8-disappointing-usability/ Most programs I make have multiple windows, but they also have a main window, which is the one that is shown after startup (once the splash screen has disappeared). The main window then has File>>Exit (Ctrl+Q). If I had an application with multiple windows that could all be perceived as "main" (meaning for example that it makes sense to have the app running with just one of them open), I would add the exit option to each window. It should be possible to shut-down the whole app without having to close each window individually, and the File>>Exit option is a well established and hence intuitive way to to that...