Solved!!You might have facing this problem, like when you opened a Excel file and along with it you have open other Excel files, so when you Close any of the Excel files it closes all the Excel file,You can overcome this the Solution mention below.
1.Open the Windows Explorer-Go the Tools-Folder Options
2.Select Files Types.
3.Now Scroll Down to XLS and Click on Advanced4.Select Open , then Edit5.Here untick "Use DDE"
6.Change "Application Used to Perform this action" to
"C:\Program Files\Microsoft Office\Office12\EXCEL.EXE" "%1"7.If you are using Office 2003 you need to select "C:\Program Files\Microsoft Office\Office11\EXCEL.EXE" "%1"Click on OK
Now check by opening Multiple Excel file, you can see it normally, when you close a single Excel file it will close only single Excel.