Hmmm...never had that happen with my games. You can always place the .exe on your startmenu and then right click on the dock and choose quit...then just start it up again when your done with the game.

I don't do full screen, but max window for my games (primarily LOTRO and DDO at this time) It took forever to find the right setting for my zoomer bar so that it didn't pop up in the middle of me reaching to click the tool bar on the bottom of the game window and get me killed. For a while I simply closed OD when I played, and after that I hid the bottom zoomer. Currently I have somehow found a setting that keeps the stupid thing out of the way unless I really want it - then I have to work to get its attention. The reason I don't play full screen is that it really messes with dual monitors. It shoves everything on the  monitor that the game is playing onto the other monitor and I can't mouse to it. It also whacks out some of the widgets so they have to be restarted and never puts the main monitor desktop back the way it found it. So, I play max window instead, been doing it for about 5 years.