I suspect that you are trying to close the window before it has a chance to open. I don't think the Launch command waits for the web page to load or anything like that, before moving on to the next action.
I suggest that you use the scrape command instead, so you won't need to worry about opening a browser at all, and it will be much faster. Plus if you happen to be using firefox at the time you don't have to worry about firefox closing when you want to turn the lights on!
Try this:
<?xml version="1.0" encoding="utf-16"?>
<command id="249" name="Lights On" enabled="true" alwaysOn="False" confirm="False" requiredConfidence="0" loop="False" loopDelay="0" loopMax="0" description="">
<action>
<cmdType>Scrape</cmdType>
<cmdString>http://192.168.0.112/lightwaverf.php?room=living&device=socket&state=on</cmdString>
<cmdRepeat>1</cmdRepeat>
</action>
<phrase>Enable Standing Light</phrase>
</command>