Actually, I've encountered this problem myself -- very annoying...
What happened is that you saved the Terminal window settings while you
had a PyMOL session open, so OS X inferred that you were indicating a
desire to have PyMOL open as a default preference.
The only way I know of changing this is to text-edit
$HOME/Library/Preferences/com.apple.Terminal.plist and remove the
ExecutionString entry which contains PyMOL. That means deleting those
two lines: the one which contains ExecutionString and the one with the
PyMOL launch command.
The OS X Terminal.app allows you to customize various terminal windows
by saving different sets of preferences. What happens is that you
somehow accidently saved the pymol-specific ones as your default.
Probably the simplest thing to do is
rm ~/Library/Preferences/com.apple.Terminal.plist
and either replace it with your carefully backed up copy, or else just
re-set all the preferences next time you open terminal.
You can also avoid this problem by invoking pymol at the command line.
For convenience,
alias pymol /Applications/PyMOL/Darwin/pymol.com
and then just type pymol next time you start it. You can also open pdf
files and/or .pml scripts in one command, eg:
alias pymol /Applications/PyMOL/Darwin/pymol.com -q
/Users/username/pymol/alias.pml
Finally if you also are running the X-windows version, you may want to
alias one of these to a different name (npymol or xpymol).
Bill