How to fade away the icon in the dock when close the program in Mac OSX

Posted by Magic on Super User See other posts from Super User or by Magic
Published on 2012-09-25T03:18:28Z Indexed on 2012/09/25 3:40 UTC
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I'm using Mac OSX Mountain Lion.
But some program in the dock confusing me.
When I close some program(upper left close button). The icon in the dock fade away. That mean the process close.
But some program doesn't fade away(mean the process still alive), And I don't select the "Show in Dock" option.
Like Microsoft Office(Word, Excel).
It's too annoying.

What I want is when I click the upper left close button. The icon will fade away and the program close?

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