is there a way to make this happen? i mean when i push the wheel of my mouse when i put my mouse on the window on the taskbar the windows closes. is there a way to make this happen? jut like closing tabs in internet browsers.
Depends on your mouse. If you have programmable buttons on your mouse, the mouse software may allow you to program the centre scroll wheel button to close windows (Logitech Setpoint for example does). Although, if you've got a mouse with programmable buttons, you could easily program the 'Forward' button to close windows instead, as it's easily accessible with your thumb, not easy to accidently press (when fast scrolling for example) and a lot of people don't use the forward button much anyway.
But even then, unless I'm misunderstanding what you're trying to do, it may be just as easy to mouse over the taskbar tabs and close them using the red 'X' shown below. Or maybe click on the tabs you want to close and use the Alt & F4 keyboard shortcut to close windows, if they're tabs for different programs?