If you want to close the window manually, and if you use a browser that allows popups from JavaScript, then you could use a JavaScript solution.
Limited by same-domain security policies, this needs an ugly timer to see if the child window is meanwhile closed.
Also note that opening the first window will be fine, as that is (eventually) triggered by you clicking the "Start" button. However, subsequent windows opened by JavaScript should be blocked by sane browsers, so look for that "popup blocked" warning. Both Chrome and Firefox will do fine; they will first block the second URL which also makes the script fail. Simply accept the popups and then refresh the JavaScript page:
<!DOCTYPE html>
<html>
<head>
<script src="https://code.jquery.com/jquery-2.1.1.min.js"></script>
</head>
<body>
<textarea id="urls"></textarea>
<button id="start">Start</button>
</body>
<script>
function openUrl(urls){
if(urls.length > 0){
var url = urls.shift().trim();
if(!url){
openUrl(urls);
return;
}
var w = window.open(url);
var timer = setInterval(function(){
if(w.closed){
clearInterval(timer);
openUrl(urls);
}
}, 500);
}
else{
alert("That's all");
}
}
$("#start").on("click", function(){
openUrl($("#urls").val().split("\n"));
});
</script>
</html>
Live example: http://jsbin.com/loweyocofu/1/