To speed up whatever I am doing in Windows (which is usually a couple things at a time, I like to use the keyboard. Once you get the hang of all the shortcuts with keys, you can maneuver around really quickly.
In your case, if you switch apps by using Alt-Tab, and then Alt-F4 on each app, you can get everything closed pretty quick.
Other than that, I don't know of any other way of closing everything at the same time
