i might be misinterpreting your question.. but if what youre asking is "is it possible to have two or more windows open at once" the awnser is certenly yes.. that is the whoe point of windows and has been ever since it was first consived.. the "taming"
as you call it can be achive by simply not maximizing all your windows.
use the maximize/restore button found on most windows to do this.. then resize the window useing the handle at the lower right corner on the screen to get it to a suitable size. windows can be moved around by dragging the name list around
when windows is first installed it does not maximize all windows as far as i know.. but as mentioned earlier you can rightclick on the taskbar and choose from the auto arrange options found there.
as for cross referencing, anchors must be created by the author of the website as there is now way for any program to know were an anchor should be placed.. the same holds true for any text.. in a word doc or a pdf one can use the page number.