If you start a program with the Terminal under Ubuntu, it will close once you exit the Terminal. If you want to keep an application started with the Terminal running, then follow these instructions:
1. Start any application with the Terminal. Let's take an example the Synaptic Package Manager, run it via the Terminal (Ctrl+Alt+T) with this command:
sudo synaptic
2. If you close the Terminal, Synaptic will also exit. To fix this, in the Terminal window, press Ctrl+Z, then run these commands:
disown -h %1
bg 1
3. You can now close the terminal securely, the application will stay running. That's it!