I have a suggestion regarding that.

Normally in OS X when you create a new document and/or make some changes to an existing document, the little "X" (close) button changes from an X to a dot (•). You can then tell quite easily that you won't be able to quit or close that document without invoking a save dialog box.

Maybe you could incorporate that functionality into LimeWire? For example, you'd have two options in LimeWire|Preferences|Shutdown. The first would be shut down immediately, and the second would be ask me what to do when I click the X button (invoke a dialog box similar to a save dialog box). The second option would result in changing the X button to a •, and then when you hit the •, you'd be asked "Would you like to shut Limewire down now, or would you like to minimize to the Dock?" <three buttons: Cancel, Shutdown Now, Minimize>

That way, you'd present the user with the choice at the time it's most prudent, rather than worry about having to dig within Limewire Preferences to find and change it.

Hope this helps...
(And keep up the great work guys/gals!)