I did it once for my friend, so I post it here.
Create new app. and on main form add 1 button and 1 listview.

unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Classes, Graphics, Controls,
  Forms, Dialogs, StdCtrls, ComCtrls;

type
  TForm1 = class(TForm)
    Button1: TButton;
    ListView1: TListView;
    Label1: TLabel;
    procedure Button1Click(Sender: TObject);
    procedure ListView1DblClick(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.DFM}


function GetText(WinHandle: THandle): string;
var
  P: array[0..256] of Char;
begin
  P[0] := #0;
  GetWindowText(WinHandle, P, 255);
  if P[0] = #0 then Result := ''
  else
    Result := P;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  Hx: THandle;
  P: array[0..256] of Char;
  Item: TListItem;
begin
  ListView1.Items.Clear;
  Hx := FindWindow(nil, nil);
  GetClassName(Hx, P, SizeOf(P));
  if string(P) = 'IEFrame' then
  begin
    Item := ListView1.Items.Add;
    Item.SubItems.Add(IntToStr(Hx));
    Item.Caption := GetText(Hx);
  end;
  while Hx <> 0 do
  begin
    Hx := GetWindow(Hx, GW_HWNDNEXT);
    GetClassName(Hx, P, SizeOf(P));
    if string(P) = 'IEFrame' then
    begin
      Item := ListView1.Items.Add;
      Item.SubItems.Add(IntToStr(Hx));
      Item.Caption := GetText(Hx);
    end;
  end;
end;

procedure TForm1.ListView1DblClick(Sender: TObject);
begin
  with (Sender as TListView) do
  begin
    if Selected <> nil then
    begin
      PostMessage(StrToInt(Selected.SubItems[0]), WM_CLOSE, 0, 0);
      Selected.Delete;
    end;
  end;
end;

end.