If you are having an issue where Safari 3 beta refuses to close any windows via a click, and will not respond to Command-W, check your /Library » InputManagers and ~/Library » InputManagers folders. One of your Input Managers may be the cause. I had SIMBL installed, and after removing it from my InputManagers folder, Safari 3 now closes windows properly.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20070625083502458