In short, type the following at a command prompt:
defaults write org.x.X11 app_to_run /usr/bin/true
Wow, it's so intuitive! Mac UI genius scores again.
Via this macosxhints.com thread, although the recipe at the top is broken, at least in Leopard. The suggestion at the bottom of the thread is the winner.
(I'm going to start posting my Mac annoyances on Saturdays. From my experiences so far with Mac, I think my only problem will be limiting myself to one per week.)