The "X" on the top of the search tabs does not work the same way as the "X" on top of the whole window. When you click on the "X" on the top of the search tabs, a small menu appears that gives you the option to close. If you want to close the search click 'close' on that. The preview option is accesed by right clicking on the file you are downloading in the transfers section. If preveiwing is a possability (your file may not have the right peices to be preveiwed), then you can click on that option, otherwise the option will be inactive.