Randomly closing windows without command

Hey folks!

I seem to notice some funny stuff on my mac happening. From time to time, some of my windows (iCal window, Mail window, etc) just close and diessapear without me closing or quitting the app in any way.

For e.g. when I'm surfing the web on safari, somtimes either my iCal or Mail window in the background just dissapears as if you'd hit cmd+w...

Any idea why this is so and how to fix it? it really gets annoying after some time.

Regards,

Moritz