Anotherway to ask it is if all the shape stencils open up is there a way to
close them down at once?
If the document has been saved with all the stencils open then the
stencils will always open with the document. If you can close all the
stencils, then Save As and ensure Workspace is selected. That will
prevent the stencils opening again.
But you could also try out my utilities
http://www.visio-utilities.sandrila.co.uk/
which has a "Close all Stencils" menu.