Windows Vista keeps closing all opened windows when X closed

posted by  sfiroz (91)  12 months ago (www.vistax64.com)

I've read some of the problems about windows closing all linked windows when
the X is closed.
I have the same problem but don't understand this thing about add-on (novice
here).
Is there an idiots guide to Vista or someone who can help stop this happening?
When I have a website open and several windows open on that websit I cannot
close one window without all the windows closing, help!
A prime example is the W H Smith website.
When trying to order an item I can get so far with the process until the
window that asks for delivery address