I can't close my tab

Iv'e got a rather strange problem that I wonder if anyone can help me with. 

I use internet explorer 8 to access chess.com and at the same time check my facebook page and other sites using multiple tabs.  However, no matter how much I try to, I can't close the chess.com tab.  Every other tab closes normally but when I try to close the chess.com tab nothing happens.  Iv'e also noticed that in my "recently close tabs" list it claims that I have closed the chess.com tab multiple times but it's still here.

This also means that I can't close internet explorer properly, I always have to Cntl-Alt-Delete then "End Task" my way out of it

Can anyone help me with this?

Is the Chess.com tab the one on the far left (first one opened) or is it amongst several others?

Solution - Dump IE and get a real browser!

I doesn't seem to matter whether it is the first tab that iv'e opened or not.  Either way it won't close.

Try this  http://www.chess.com/clear_cookies.html

I've just opened IE8 with 14 different Chess.com and facebook pages on it and wasn't able to replicate what you're experiencing.

That seems to have done the trick.  Thanks for the speedy solution.