Mac OS X Lion, released earlier this week, has the added ability of being able to resume your previous work, windows and applications exactly as you left them. The best part about this is that it works even after a reboot To my knowledge, this is the first Desktop Operating System which is able to do this. This is an amazing leap forward in Computing Technology and will no doubt, soon be replicated by other operating systems. However it may be potentially harmful for you incase it's a shared computer. So I'll also tell you how to disable it -
Open System Preferences --> General.
Uncheck the box which says "Restore windows when quitting and re-opening apps."