On the Mac running OS X, there appears to be no way to quit the Finder, it's always being run. I don't know why, but this bugs me. I finally found out how you can make the Finder behave like a normal program which can be quit when you want it to quit.

1 - Open a Terminal window (go to Applications > Utilities > Terminal).

2 - In the terminal window type this: defaults write com.apple.finder QuitMenuItem -bool yes once this command executes, you can close the terminal window.

3 - Once this is done, you'll now have a Quit Finder option in the Finder command section of the Finder toolbar. The only problem is that before it shows up, you need to restart Finder.

4 - To restart the Finder, select the Apple logo in the left hand side of the command bar and choose the Force Quit... option. This will pop open a window with a list of running programs. Select the Finder program from this list and press the Force Quit button. It'll give you a message about how it's just going to restart, but go ahead and continue on. The other way to start the Finder is to restart your computer, but this is obviously more time consuming.

Once you complete these steps, you'll be able to quit the Finder just like any other program on the Mac.