I am not real clear as to what this option means.
Does it mean that whatever windows were open at shutdown would be restarted on the next boot up?
# Session Options Tab
The session manager can remember which applications you have running when you log out and can automatically restart them when you log in again. If you would like this to happen every time you log out, check Automatically remember running applications when logging out. If you would like this to happen only once, click Remember Currently Running Application before logging out.