I like that when I open resolume it is courteous enough to load the last thing I was working into the deck for me so I can get back to playing - but this can be a hassle - especially when I want a blank slate to work with. Some of my projects can be very clip and effect intensive resulting in a bit of a load time. Somewhere in the preferences you should be able to decide between opening the last project or a blank one when resolume is opened. It is easy enough to open a recent project once a blank one is loaded so you desire but sometimes just getting a new beginning takes to long.
windows sort of offers this - at least windows 7 does ( no help if you are a mac user, sorry )
where you have the avenue shortcut pinned to my start menu, you can choose a specific comp to load ( via the little arrow on the right of the icon ) instead of just executing the program and letting it load the last used comp.