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