When I close my part, but not exit NX, it also closes my application such as modeling or PMI. Where is the setting so I when I close my .prt file, the current application is still on even though I have multiple parts still open in my session? How can I set the applications I want to turn on when I first start NX?
the issue you are describing is improved in current, supported versions of NX (NX12 and onward).
One thing that might help you is to set the following customer default:
Gateway -> General -> Change Displayed Part when Closing
If the toggle is not set, then when you close a part, the system takes you to the 'No Displayed Part' state. Since no part is displayed, no application is active. If you set the customer default, then the system will make the previously displayed part that's still open in the session the new displayed part and the application should remain active.
As @Sebastian5050 stated, NX 12 does make this workflow better as multiple displayed parts are supported.