Yesheskiel, Since UFT is based on a platform that is pre Win95/98 the X in the upper right corner does not work. You must use the File menu and click on Exit or just use Alt-F4 which will close the program. UFT is not the only program that lacks the X to close.
There are still many on this board who will try to answer your questions about the program. We all feel bad about the lack of company support. But life does go on.