Re-opens last windows when launching apps

When I open applications now, whatever windows were open when I quit now re-open. When I'm done with a window, I'm done! I don't want to see all the browser windows or word processing windows or whatever I was last working on. When I quit, I expect it to QUIT - close all windows and exit the program. When I re-launch the program, I want to start over fresh. Is this something that can be set? Or do I just have to close all the windows before quitting?

Thanks for your tips.

Pam