This is NOT a request for killing applications.
I can well kill all process, no matter what. That's not the issue.
The issue is:
When we "close" Skype or Banshee, or Korganizer or many many others, it is common that, after we do that, **we have an icon on the panel (near the clock).
However, that has not been the case here.
Once I do that, I have no icon on the panel, near the clock, as a result, I can't easily re-display the application window as normally should happen.
How can make those icons appear on the panel ?
Do you have your "Notification Area Applet" in your panel? that's the place where all the applications goes when minimized to tray or closed while running (as in the case of banshee, rhythmbox and many more).
I would also suggest you to have the "Indicator Applet" http://launchpad.net/indicator-applet in order to have a different tray for having useful applications at the reach of a clic.
This applets can be added to your panel, by right clicking on it and choose "Add to Panel", then simply identify those applets that you need, and drag them to the panel.
Give this a chance and please let us know if this helps.