Closing Excel 2010 by Clicking X

This little problem has just come up. Clicking on the X in the upper right hand corner of any Excel 2010 workbook wont close Excel. Doing so just closes the workbook and leaves Excel still running and showing an empty workbook. It is as though I clicked on the X on the workbook rather than the one for Excel. File>Exit of course closes Excel as it should.

As I said, this behavior just came up. For years I have used the X to close Excel and wonder what might have changed and how do I go about getting the 'old' behavior back?

BTW, am using Windows 7.

Thank you very much.

Dumb me! I just noticed the 'blank' worksheet that appeared when I clicked the X was my Personal.Xls. I had used it to change a macro a few days back and forgotten to hide it again.

Like I said, dumb me.

Thanks anyway