I am a long time user of MWP, but even yet, I STILL frequently shut down MWP when I meant to iconise it. I've lost count of the number of oaths I've uttered, having to run it up again.
If close is clicked. why not just iconise it back to the system tray. If you REALLY want to close down the program, you could use the icon context menu to do so.
V handy prog, BTW.