There apparently used to be a toggle switch on the Dashboard itself, but that's gone, and I can't find anything in the Preferences. I'm using version 2.5.2.
I know it's really not a big deal, but closing that window over and over is starting to make Jack a dull boy, if you catch my drift.
From the menu select Window / Preferences. Look under Spring / Dashboard. Uncheck 'Show Dashboard on Startup'
(On newer versions of the spring plugin, it is under SpringSource / Dashboard)