If you need to close some windows / programs, just specify any part of the caption (title) of that window. You may enter several captions, separated by semicolon.
Internet Explorer; Notepad
This will close all windows with "Internet Explorer" in their
captions (titles), also all windows with "Notepad" in their
Close: check this mark to send a "close window" message to specified windows captions. The window receives this message and usually close (may not close if the window is programmed to handle the close message).
Shutdown: this is a better way to close a window, because it sends the "shutdown" message to specified windows captions. This means, the windows receives a "Windows is shutting down" message, the window receives this message and act normal: responds properly to a shutdown event and close.
Case sensitive: check this option to search for an exact match when searching the windows to close.
Note: all programs have a "main window". If you close a main window, is usual that owner program will terminate normally, as using a File / Exit combination.