If $ A$ is open and $ B$ is closed, is $B\setminus A$ open or closed or neither? If $ A$ is open and $ B$ is closed, is $B\setminus A$ open or closed or neither?
I think it is closed, is that right? How can I prove it?

Yes, if $A$ is open and $B$ is closed, then $B\setminus A$ is closed. To prove it, just note that $X\setminus A$ is closed (where $X$ is the whole space), and $B\setminus A=B\cap(X\setminus A)$, so $B\setminus A$ is the intersection of two closed sets and is therefore closed.
Alternatively, you can observe that $X\setminus(B\setminus A)=(X\setminus B)\cup A$ is the union of two open sets and therefore open, so its complement, $B\setminus A$, is closed.
