Create any type of an application i.e Console, MVC, Web Application or even Silver Light, and open few documents within the application. Now close the application.
Re open the application by double clicking the solution file. Now neither clicking anywhere nor performing any key strokes, just navigate to top Window menu - > Close All documents. This will not close any of the documents you have opened before.
However once you click on the editor or solution explorer, then you can close the documents.
Please follow the specific scenario in "Steps to Reproduce" section.