You cannot directly close all other QlikView applications at once except from Task Manager-- Processes (by selecting Qv.exe and then End Process) but that's hihgly not recommended since it will force close all the QlikView instances and cause you to lose any unsaved work.
It seems you are trying open the second QV application when a dialog box or window is already open in the first application. In simpler terms, you cannot open another QV app when the Script Editor or Chart Properties window,etc are open in the first application.
If you still want to be able to open another QV application without closing the first, you can:
1. Go to Start Menu and launch QlikView again (this will open another instance of QlikView)
However, you still cannot double-click a QVW to open it here. Instead, you need to browse (File--->Open) the QVW from the second instance of QlikView you just opened.
2. Add a QlikView Shortcut to the taskbar (Quick Launch bar) and launch another instance of QlikView from here.
Browse for the QVW you want to open from the File menu of this instance.
Is that what you are looking for?