Can you tell me why when I minimize a page it closes all my pages?

do you mean when you click the Red X sign in upper corner and closes all the pages?

or does this happen when you click the - (minus) sign, it closes pages?

-if you want a question box to come up when you hit the red X that asks you if you want to close all tabs, then

-click on tools, internet options and in the general tab, click settings next to the TABS at the bottom

-put check mark in the box that says. " Warn when closing multiplr tabs" and click OK