Strange inability to close certain windows by clicking the X

Strange thing just started happening. When I open MY COMPUTER or the MY
DOCS, MY PICS, MUSIC or GAMES windows, I am unable to close by clicking the
X or the upper left corner menu. I can only close these windows by going to
FILE-->CLOSE. The keyboard shortcut (ALT+F4) will not close these windows
either.

Any other window I can close by clicking the X and this includes Windows
Explorer which doesnt' make sense because that is the same program used when
viewing the above items.

Any thoughts on what could be going on here and how to fix?


Thanks,
T