I used to close a running application by pressing ALT+F4. But, I realised that the application is still running and the correct way to close (quit) it is the combination of Ctrl+Q keys.
So, what is the purpose of ALT+F4 and how is it different from Ctrl+Q?
The shortcut Alt-F4 send a close message to the window, as when you press the little x button on the title bar. It is a windows manager configuration.
It depends upon the application whether to respond to this event closing all together the application, or iconize (i.e. like xchat can be configured) or other.
The Ctrl-Q shortcut you mention is not universal, every application can have its own. For example evince use Ctrl-W, some other use Ctrl-Q to close, Ctrl-W to close a single tab and Shift-Ctrl-W to close all tabs (but not all windows).
