I use Vista Ultimate 64 bit

Clearly you don't understand what i mean.

When I click the close (X) button it goes to the speed dial page instead of closing the browser.

The other 2 ways you mentioned Menu > Exit & Ctrl+Shift+X do close the browser outright, though I'd prefer to be able to click the red (X) in the top right corner to close the browser

Make some way to disable speed dial.

Currently when I close the browser I have to click twice, the 1st time to close the current webpage, which then takes me to the speed dial page and then again a 2nd time to close the browser.

It's a small annoyance I know, but frankly any program that stays open when I click close doesn't have a long life expectancy on my system.