You need two things for the title bar X on a CVI panel to work:
1. The main panel must have a Close Control assigned.
2. The callback for the Close Control must call QuitUserInterface().
The title bar X on CVI's main panel doesn't do anything without those two things.
You can't select a control as a Close Control until you've assigned that control a Callback Function name.
If you use the Quit control (right-click on your panel, then goto Custom Controls, then select Quit), it already has a callback function name QuitCallback assigned. If you use a standard command button, you have to assign a Callback Function to it.
You select a Close Control when editing your main panel. Double-click on a blank spot on your panel and look at the selections available under Clo
se Control: all controls on your panel which have a Callback Function assigned are listed here.
As mentioned by Mika, you can generate the code for the Close Control when you Generate All Code. If you add a Close Control after you Generate All Code, you just need to generate the callback for that control and add a call to QuitUserInterface().
CVI 6.0 does not show an option to ignore the title bar X. If the X isn't working, it's probably because the Close Control hasn't been properly selected or the callback function for the Close Control doesn't call QuitUserInterface().