This is exactly what I was searching for!
1) add functionality to close these docked group windows groups! ('close all' doesn't do the trick, as the group container remains)
2) keep the grouped windows from populating Matlab's Desktop menu list (The drop down alongside File | Edit | Debug |... ). It seems to include every single grouped window I create :(
Another useful function by Yair Altman.
On R2009a, JavaFrame still works, and I guess that when it won't work, there will be a replacement (I'm sure that Y. Altman will find it even it will be undocumented ;) )