I was at the Apple store a couple of weeks ago and two geniuses did not know what to do about this change, even though they found it irritating also.
Well, Thanks to Stever Robbins, there is an easy fix. The only hard part, is at this moment, I can't direct you to the podcast where I heard it. Why? Well, I listen to podcast as I am going to sleep, and I don't know which one it was.
Since I guess that doesn't really matter (except that I believe there were tips for Windows 7 users that were experiencing a similar problem), here is the Lion fix.
If you choose Restart or Shut Down, you will see this window. At the bottom where it says
Reopen windows when logging back in, uncheck the box.
Secondly, you can go into your System Preferences
Go under General.
Under Number of recent items, you will see another check box that says Restore windows when quitting and re-opening apps. Uncheck that box and those pesky windows will quit opening and distracting you.