Is there any way to simply hit the X button, and have it exit without asking it? (on Win 9x)
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If you write the DOS program yourself, there is an API called "close awareness" that can make the program respond to you clicking the "X". As far as I know, COMMAND.COM of Win9x implementes this API and can be closed without that box. I don't know any way to suppress that box on random programs, though.
Go to the properties of MS DOS prompt, Misc tab, untick "Warn if still active".
Just curious: I wonder if it is possible to set up WINDOWS\INF\APPS.INF or something so Windows knows that particular programs (detected based on matching their filenames) are okay to close without prompting? https://jeffpar.github.io/kbarchive/kb/130/Q130971/ doesn't seem to show any flag for that, so maybe not.
