I'm guessing you're trying to close tabs in your browser? If you're using Chrome, you have the option to either use tabs, or actually use a 'new browser' with every page. With the first option, there should be a square with the number of open tabs to the right of the address bar; in the Multitasking menu this would show up as a single window regardless of how many tabs you have open. If you select the second option, then each page you have open is a different window, so the tab indicator disappears and all the pages show up in the Multitasking menu as a separate window each.
If you're using the stock browser, it should be at the bottom of the browser with the number of open tabs and the legend 'TABS' under it.
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