Closing applications after documents are closed- OS X 10.8

Closing applications after documents are closed- OS X 10.8

When I use applications such as TextEdit and Preview, the application
still stays open after I close the text file or jpg file. When I click the
respective application (since it is still in the dock), the application
prompts me with a window to choose a file to Edit/Preview. Is there a way
to configure these applications so that when I close the text file or the
picture, the application itself closes and I can avoid seeing that window?
For instance, this is the window that I see for TextEdit after I open and
close a txt file with TextEdit, and then open the TextEdit application on
my dock: