Excel XP closes all windows

[David French]

Office XP Professional Full install.
Specifically in Excel XP I have my Options set to have "Windows in Taskbar".
The trouble is with multiple Excel workbooks open and they are represented
by separate icons on the taskbar, when I close ONE of these windows ALL of
the Excel windows close.
This is NOT what I want. I only want to close the window (Workbook) I'm
currently clicking on. The others are to remain OPEN.
This is the behavior of Word when multiple windows are open on the taskbar.
Is there some setting I'm not seeing or is there an Add-in to install?

Please help.

Dave French
MOS XP Master Instructor (who is very confused at the moment!)

 

[David French]

It looks as if this behavior is in ALL Excel versions.
I just confirmed it in Excel 2000 and Excel 2003.
Why is that?

Dave

 

[Dave Peterson]

You're closing the application window and that closes excel.

Don't click on the Top X, click on the X associated with that worksheet's
window.

(Yes, this is different than the way MSWord works.)