Outlook Express 6 Logout Question

[sjm1027]

I have 2 identities in my Outlook Express. When I log out by selecting the X on the top right (close) button the next time you invoke my email will come up for anyone to use.
If you do an exit and logoff idenity the next time you login it will ask for your idenitity and that is fine. BUT for the past 3 months when I hit the close button on the top right and you tried to invoke again it would ask for idenitity as if you did a close and log out idenitity.
I have been playing around with security settings for adware and now I notied the close button only closes and will allow others to enter your email area.

Anyone know how to stop this so I can get back to what ever the original setting?

Thanks in advance
Steve