<p>I'd like to have a <code>TabNavigator</code> component that has a close button for some of the tabs. How do I do that?  <br>
It seems that the <code>TabNavigator</code> component does not allow (or I could not find)  extensibility of this form.
Help. Thanks</p>

You should take a look at the SuperTabNavigator component from the
FlexLib
project:
SuperTabNavigator example
SuperTabNavigator documentation
FlexLib Component list
If you don't want all of the tabs to have close buttons (I understand from the question that you don't) it looks like you could use the
setClosePolicyForTab()
method for specifying which tabs you want to have them.