Though there are many similarities between Windows and OS X, there are some notable differences. Closing a window doesn't quit its application, you can't natively cut and paste files in the Finder, and the green Zoom button usually isn't the equivalent of the Maximize button in Windows.
The Zoom button will generally only open the window large enough to accommodate what's within it and from there you have to drag the lower right corner to make it any bigger than that. This is from the standpoint that Macs have often been used by multimedia professionals who are usually switching between several open programs at once, roundtripping projects and comparing them, I assume. But once you use the resize corner to make the window the size you want it to be, it will often default to your custom size whenever you toggle the Zoom button.
If you really want the Zoom button to act like the Windows Maximize button, I suggest RightZoom, a small, free and handy little tool that adds that functionality.