Remove the tray icon and customize the install

Why does the tray icon remain after I've closed the program? And why do I have to click on it and 'Exit' the tray icon? Annoying...

Also, make the installation customizable. I don't want a program folder or a desktop shortcut or a quick launch short cut. Let me decide these things before hand so I don't have to manually do it afterward.

It is simple to use though. Thanks!