MSN Messenger 6 doesn't quit when main window is closed

Hi,
I want messenger to sign out and close the application completely when I
close the main window, i.e. click the "x" in the upper right corner. If
that's not possible at least sign out. How do I accomplish this in the
*preferences*? I don't want to have to right click on the icon in the
taskbar.

I beleive this wasn't a problem in the earlier versions. Have they taken
away this option so people will have a hard time closing MSN Messenger? ;-)

BR// Olof