Consider having multiple matlab sessions. Keep the main session window (the pretty one with all the colours, file manager, command history, workspace, editor etc.) for running stuff that you know will terminate.
Stuff that you are experimenting with, say you are messing with ode suite and you get lots of warnings: matrix singular, because you altered some parameter and didn't predict what would happen, run in a separate session:
dos('matlab -automation -r &')
You can kill that without having to restart the whole of Matlab.
