Here's our Windows XP Tip for.. October 30, 2002
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Closing Individual Windows from the Keyboard
If you want to close specific windows without shutting down entire applications, there's a keyboard shortcut for you: Ctrl-W.

This shortcut allows you to close any open folder windows in Windows 98. Certain applications (like Word 2000) let you use this shortcut to close open windows without closing the applications themselves.