Be humbler!

I think it's pretty amusing to see how many applications jump when you try to exit them and immediately ask you 'Are you sure?'. If you say 'yes' some would add 'Positive?' '100%?'

It's a clear case of developers' separation anxiety mixed with hubris. Guys:
a. Be humbler
b. Get a life!
If the user quits the application, it's most likely not by mistake. She really wanted to leave. So, you're not really helping the user by posing yet another message box, another movement of the cursor, asking for another click. Let her go and God Willing, she'll be back soon.