The new application resume feature of OSX Lion annoys me big time. To disable it, you need to do the following steps:
1) Disable the `Restore windows when quitting and re-opening apps` checkbox in the General Preference window.
2) Clean out and write-protect the Resume database for the command line:
rm -rf ~/Library/Saved\ Application\ State/*
chmod -w ~/Library/Saved\ Application\ State/
chmod -w ~/Library/Saved\ Application\ State/
Thanks to @andrzejsliwa for the tip!