[NumLock]

ну а в OnClose главной формы прописать:

Код:

procedure TForm1.FormClose(Sender: TObject; var Action: TCloseAction);
var
  i: Integer;
begin
  for i:=0 to Screen.FormCount-1 do
    if (Screen.Forms[i]<>Self) and (Screen.Forms[i].Visible) then
      Screen.Forms[i].Close;
end;