Sometimes it would be necessary to shut down the windows in a hurry. So at that time if you had multiple programs running you can use this trick to close all in a single click. Whatever you have opened either a movie, or a My computer window or any program will show up in the task bar.
Just press the ctrl button and multiple select the programs running on the taskbar with a click. Then right click any one of them and select close. All the selected items will close.
You can also use the short cut key ALT + F4 to close the current highlighted window.