Windows 7 Closing multiple windows

Using 7 and have various programmes pinned to the taskbar. I often have multiple windows open in outlook, word and excel. When I start to close them down in Word all of the thumbnails stay open and I can go along and close them down 1 by 1 or click on them to enlarge. In Outlook, when I close 1 message down the thumbnails shrink back down to the outlook icon and I have to click on that again to open the thumbnails and then close the next message down. Is this a setting that I have done wrong or a known issue please?
 
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