Click a unit/city/anything and press the "D" key multiple times. You will need to press the "Done" or "x" button the same number of times that you pressed the hotkey to make it close. It is the same with other menus that can be opened with hotkeys. For example, if you press the "store" hotkey, "S", 3 times times in a row, you will then need to click the "Done" button 3 times in a row to close it. Same with the "Equip" screen with the "E" hotkey, and probably other menus as well. Hope this helps.