Close correctly, the command prompt e.g. cmd.exe!

ALT+F4 or close window button, is not the right solution to close the windows command prompt correctly!

(Image-1) correctly close, the window command prompt!

The help file for EXIT command of windows command prompt!

Microsoft Windows XP
(C) Copyright 1985-2014 Microsoft Corp.

C:\Documents and Settings\Administrator\Desktop>EXIT /?
Quits the CMD.EXE program (command interpreter) or the current batch
script.

EXIT [/B] [exitCode]

/B          specifies to exit the current batch script instead of
          CMD.EXE.  If executed from outside a batch script, it
          will quit CMD.EXE

exitCode    specifies a numeric number.  if /B is specified, sets
          ERRORLEVEL that number.  If quitting CMD.EXE, sets the process
          exit code with that number.

C:\Documents and Settings\Administrator\Desktop>