Just wanted to throw this in here in case someone else stumbles across this. I know ALT-F4 is the appropriate close methodology, but I'm so used to other browsers that close when the last tab is closed so I really wanted a solution. This is a little hacky, but works great. If you use a macro program that can keep an eye on windows, have it look for "Speed Dial". When it sees it, if the mouse cursor is in a specific spot, it sends ALT-F4. I have five monitors, one to the left of my main and the rest right. So I set it up where if the mouse X position is ever negative while "Speed Dial" is the active window, it ALT-F4s it.
I have a button on my mouse that sends ^w, so when I hit that if it's the last tab I just shoot my pointer over to the left LCD and voila, Opera closes. My ideal is to not have to move my hand to the keyboard, which is why I wanted a solution like this.
So I just figured I'd throw that out there. If anyone else happens be to using old Macro Express as well, this is the macro:
alt text