Welcome to the forums. If the programs are stacked, like explorer, on the taskbar, just right click the stack of icons and go to Close all windows. This works for nearly all program with multiple instances, including 3rd party ones that run additional instances like Firefox.
If you want to close EVERYTHING at once, you are going to need a third-party app called Close All. I haven't tested it, but will probably do so within the next 5 minutes. This program works in XP, but I'm not sure about Windows 7. Chances are, it probably works. Checking now.
As for individual stacks of programs, you need to understand that these are now being stacked collectively in the taskbar, so what you need to do (and this is very quick) is just right click the stack and "Close all windows". The keyboard shortcut for closing one window in the stack, is of course Ctrl-F4. You could maximize all the windows in a stack and just hit Ctrl-F4 repeatedly. Also, if an item is pinned to the taskbar it is always going to show even if all instances are closed.
Again... closing everything that is open on the desktop entirely?
I hope this answers your question. I'm not sure that there is a keyboard shortcut to close an entire stack, but seeing as there are so many, I could be wrong. If you feel inundated with lots of icons, but aren't having resource problems, right-click the Taskbar and enter properties. Hit "Use Small Icons". This is a sure way to avoid clutter if you have a lot open that needs to stay open.
I will let you know if Close All works, even though that may not be what you are aiming to do. Closing a stack is fairly simple, but it does involve using the mouse for the most part.
Close All definitely works, is complete freeware, is a very small application, and even comes in a 64-bit variety. Very useful for closing all applications on the desktop instantly. Although your stated goal seems to be simply to close stacks, all you have to do is right-click on the stack in the taskbar, and again, "Close all windows".
If you are trying to do something else, please explain. Otherwise, I hope this has helped.