Did your browser get switched to open links in a new TAB instead of a new Window?
In Internet Explorer, Tools, Options, look in the "General" tab and look for "Tabs" - you can have links open either in a new tab, or in a new window.
If you open links in a new Tab, they order themselves all within the same window - if you close that window, everything closes.
If it is set to open links in a new Window, a new instance of your browser opens with each link. If I have my browser set up this way, I end up with dozens of windows open - my preference is for tabs.