Whenever I close a window Internet Explorer stops responding?

[freakyecupcake]

Let's say I have two Internet Explorer windows up. If I close one, then it will say it is "Not Responding" and the other window that I didn't close will black out and then I have to open up a whole window. -_-
Like, if I close one window, I am forced to have all the other windows die on me too. -But it it's Microsoft Word or paint, or anything like that it's okay, it's just Internet Explorer-

 

[oops_ur_dead]

Use Firefox.