Windows 7: closing windows with Alt + F4 puts focus on Taskbar -- how do I fix?

a big frustration I'm having with Win7 is my inability to close a lot of open windows using a keyboard shortcut. In Mac and Ubuntu, I can just repeatedly tap Ctrl + Q (Command + Q in Mac) to close one window after another quickly (eg, before shutting down). But in Win7 I'm often presented with the situation where tapping Alt + F4 the first time will close the window but tapping it a second time will prompt to shutdown the system (ie, after closing the first window the focus went onto the taskbar). It prevents me from being able to repeatedly tap Alt + F4 to close multiple windows. Instead i have to stop and put focus back onto one of the remaining windows i still want to close before being able to use Alt + F4 again -- a major PITA!

Any way to fix this? to get focus to land on the next open window (and NOT the taskbar) after closing a window with Alt + F4?

This happens because other windows are minimized.
At the same time there is no combination to unminimize all. There is Shift+Win+M, but that is only undo for Win+M (which is minimize all).

As a solution You can use Alt+Tab to switch between minimized windows and close each with Alt+F4.
I do not see other natural (without 3rd party) fix here.

often when this happens to me an expanded window is viewable on the desktop. its "greyed out" cuase the focus has gone to the taskbar, but the window is not minimized.

Can you please give more info? Is that a window of a specific program? or like dialog window?
Because I can not recreate the same situation, when I click Alt+F4 focus returns to the next window.

(But in your case you still can access that grey out windows via Alt+Tab.)

I can replicate this issue, if I open 2 separate windows - lets say documents and pictures

I click to focus documents but then without minimising documents I click to focus pictures
In theory now when I close pictures it should take me to documents but using alt+F4 this does not happen

press it once and it closes pictures pressing it again gives me the shut down option.

After some playing around

If i open multiple folders without touching the task bar or start menu then i can close the windows down one after another using alt+F4.

I *think* the issue is when you click the start menu between windows as when you close the first screen windows moves it's focus to the "next in line" which was the start menu.

That's what it seems to be for me anyway, however i don't know how or if you can change this.

@Neutron16
Try replicating by doing the following...

I hope this can help someone to help jtodd929

Regards,
JDobbsy1987

Here's an autohotkey file - not my invention, but it's easily found, I just packaged it up for you or whoever wants to give it a go - works for me, but YMMV of course. It just tells Windows to loop around everything on the desktop and close it, which is what you want.
close-all.rar