Deleting all Internet Explorer window

Is there a way to do it? That way my program can run on clean state.

Also, if we delete cookies but do not restart ie, is there a way website can still track us?

You don't delete them...you close them. Try this.

Code:

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Option Explicit

Private Declare Function PostMessage Lib "user32" Alias "PostMessageA" ( _
ByVal hwnd As Long, _
ByVal wMsg As Long, _
ByVal wParam As Long, _
ByVal lParam As Long) As Long

Private Declare Function FindWindowEx Lib "user32" Alias "FindWindowExA" ( _
ByVal hWnd1 As Long, _
ByVal hWnd2 As Long, _
ByVal lpsz1 As String, _
ByVal lpsz2 As String) As Long

Private Const WM_CLOSE As Long = &H10

Private Sub Command1_Click()
Dim lhWnd As Long
Do
lhWnd = FindWindowEx(0&, lhWnd, "IEFrame", vbNullString)
        If lhWnd Then PostMessage lhWnd, WM_CLOSE, 0&, 0&
Loop While lhWnd
End Sub

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is possible no close the ieframe i mean only set hidden properties?
like ie.visible = false?