batch file start a program when closed -

i need writing batch file starts program when close command prompt (batch file).

i know how start program when batch file running:

   @echo off    start [adress of application] 

i believe it's not possible, because when terminate batch (by pressing red 'x' on top), end imediately without doing anything. can read user input, , if user writes "exit", run program , close. think don't want that, if you, @ this: in windows cmd, how prompt user input , use result in command?