I'm running XP and the latest Office software. You know how if you have
multiple Word docs open, you see multiple bars down on the task bar? And if
you close one of them with the red X box at the top right (the one for the
application, not the smaller window one), only that one particular Word file
closes; all the rest stay open?

Why doesn't Excel do that? Whenever I use the big red X to close out of
something, it wants to close all Excel worksheets at once. Why is it
different only for Excel? I'm so used to it being the other way in other
applications that I've lost data this way on Excel.

Is there a way to change this?