First make sure you are using the latest version of Weather Pulse. Select the Help menu, then run the check for update option, if there are any updates, please upgrade and see if the problem now goes away.
The program is not suppose to close with the red x, it should however close the window. To exit, right-click the tray icon in the system tray and select exit, or use the menu option from the file menu in Weatherpulse.
If you are having a problem with the window not doing anything when you hit the x, try maximizing the program and also resizing the window with your mouse. Once the Window will maximize and minimize correctly, you should exit and reload the program. If this is the behavior your experiencing, your window should now be fixed and no longer give you any problems.
Brad William
Tropic Designs Support
http://www.tropicdesigns.net