If you've reached this page, you're smarter than the average person on Yahoo Answers.
Might I quote Mr. "Alive!":
"Not sure why you are asking a question like that but I can tell you that it's not true.

Pressing Crtl+W will only close the current tab if you are using Internet Explorer 7 and you have multiple tab open. If you only have 1 tab then your IE will close itself."

Well, you've reached the page, but I don't know if you've met the aforementioned classifications for being smarter than the average person on Yahoo Answers.
Sorry, bud.