Doors, flaps, louvres, and other types of covers are put in place when conditions warrant to prevent premature destruction of delicate SOHO instruments.
Door Closed means they have closed the external shield door on the SOHO camera lens. They only do this when the space craft is in being hit with space dust or debris. It is to protect the lens. Although I have never seen them actually do this in over a year of watching that NASA site.