I author a few .net apps and as the author you have a choice on what to do when the X is clicked. Did you ask the app's author what they did?
I am having troubles closing out of a program using the red 'X'. We are able to close the program by using File/Exit, but would like to figure this out. No matter which user is on the computer, same issue occurs with this program. We ruled out that it is not an issue with the program and tried uninstalling and reinstalling the .net's on the computer, but nothing has worked. Any suggestions?