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How do I stop Windows Vista from closing ALL windows when I close any one window?

I want to close one window, I do so yet Windows Vista insists on fixing IE when there is no problem hense closing all windows. Please tell me how to resolve this common and annoying problem.

Public Comments

1. Reboot the computer and also can you guys answer this question its very important to me http://answers.yahoo.com/question/index;_ylt=AgQ3TZD_nEP12D_ecdvtepzsy6IX;_ylv=3?qid=20080531022247AARItp0
2. Throw a brick at the screen.