To do this, you need to do two things:
1) Keep a reference in your MDI parent class of what instances of each form type are open. I would probably make it an instance of the actual form:
private MyMDIChild current = null;
...
if (current != null)
{
current.Close();
}
current = new MyMDIChild();
current.Show();
2) Attach a handler to the child forms FormClosing event before you show it, and return "current" to null in the handler.