I don't think you can put a close button on apps in the panel, though it would be a function of the panel if you could most likely. What about using keybindings? I have it set so the "windows key"+m toggles a window to maximize and W+q closes the window.
To do so, put in rc.xml (or I think lxde-rc.xml with LXDE) under the keybindings section.
Code:
<keybind key="W-m">
<action name="ToggleMaximizeFull"/>
</keybind>
<keybind key="W-q">
<action name="Close"/>
</keybind>
You could probably set up a mousebinding along similar lines as well. I don't use the mouse much so I haven't messed with the bindings.