Hi Toni,
One way to enable closing Word documents without closing Word itself, go to Office Button|Word Options|Advanced|Display and uncheck
"Show all windows in the taskbar".
The downside to this is that is ALL documents will reside in the same Word window, instead of showing as many as possible in the
taskbar, so the only way to find what you have open or to access the other open documents is to click View|Switch Windows.