That's great and everything, but I would like to make some suggestions.
I would like to keep your standard functionality related to vertical and horizontal tab groups without having to code a new context menu and menu items to manage that functionality. So, if you can include the actual context menu object as a property in ActiproSoftware.UIStudio.Dock.TabbedMdiWindowContextMenuEventArgs that would be great.
Also, there would be no desire on my part to customize the menu if it had a simple menu item of "Close All But This", similiar to what is offered in VS 2005 and what I've seen in other applications that I surprisingly often use.