All of the other answers are correct, but they're not the best answer. :-)
Seriously, I customized my Quick Access Toolbar (right-click on it and
choose Customize) and added the "Close" button. I had to train myself to
close my files from the QAT, but I do find it's much faster than going to
Office Button | Close. I think it's also way better than removing the "show
all windows" option we list in the PPT FAQ, because I miss having my files
easily accessible along the bottom of my screen.
In addition to the "Close" button, there's also a "Close Window" button.
They seem to work the same way, for all intents and purposes.
When you're in the Customize dialog, choose "All Commands" in the "Choose
Commands From" dropdown list. The two close options are there.
Echo [MS PPT MVP] http://www.yqcomputer.com/
What's new in PPT 2007? http://www.yqcomputer.com/
Fixing PowerPoint Annoyances http://www.yqcomputer.com/
PowerPoint 2007 Complete Makeover Kit http://www.yqcomputer.com/