When running a compiled Orx application, a terminal console window will also open (not to be confused with the Orx Console). This does not have anything to do with Orx so much, as the operating system and method of compile.
This page lists the various ways to remove the console, mainly for applications when packaging for release.
Right click project Properties: Linker / System / SubSystem (change Console to Windows)
For mingw32, add the -mwindows linker flag.
Change the project setting: General / This Program is a GUI application = True
Pending. Options exist, but don't appear to work correctly.
Also see: Xcode4 Scroll setup, Console-less apps and Resources
More to come.