Newbie question about structure support

Hi,
I'm using a modded Prusa i3 inherited from my friend. He built it and never got to use it, too busy or just bore, not a clue.
So i've been playing with it for a couple days.
Figured the basic of it, and now I'm using Cura 15 for slicing. I do wonder about the support structure type, since Cura always build a whole wall around the structure that need support, like this:

(its the gap between the simple dining chair legs, when put on its side to print)
[lh3.ggpht.com]
but never as see in this (PreForm slicer): [formlabs.com] or this [timpickup.files.wordpress.com]
It is a preference? or simply it's signature of each slicer?

I think i like the one in PreForm better since it would be a lot easier to remove... this always leave a mess. After tweaking the Expert config, i realize the reason it's a mess is because the "Distance X/Y" setting is set to 0.7mm, which the software said to be optimal for not sticking to the print. But actually when the support from the leg, to 0.7mm each side, it easily drop, and start making a mess there for me to clean up later with sanding. I'm trying it again with the Distance set to 0.2, and it doesn't leave a mess, waiting for it to finish to see how hard it's gonna be to remove it...
Thanks all, in advance.

I use Cura with a 2mm x/y distance. The extruder can easily bridge this distance.
More important is a small z-distance and density of the grid.
-Olaf

Did you mean 0.2mm? or 2mm? Oh i'll try 2mm later, see if it drop ...

I've tried Meshmixer, and it provide a quite interesting support structure, save material and seems easier to remove, but it work so heavy ...