If there is a way tell me, it pisses me off when I have to change something in the other program and the first program closes
There is a little trick you can do in Windows 10 to allow you to have two (or more) instances of the program open and therefore have more than one project open at once.
In order to open a second instance of VCS (or any Windows program), navigate to the folder that the program lives in (for VCS it is C:\Program Files (x86)\VEX Robotics\VEX Coding Studio), hold down shift and right click on the executable file. You will have an option to "Run as different user". You will need to have another user account set up on the machine in order to do this, and you will need credentials to log in to it. If you don't already have another account on your machine, you can create one for this purpose. Use the credentials for the other account to run the program, and voila, you will have two copies of VCS running! Since the second instance is running under a different user, it will only have access to the files and file locations that the account can access, so you may need to save the files you want to open with that account to a shared location on the computer that the account can access.
I don't know what will happen if you connect a V5 when you have two instances of VCS running - I don't know which if either will communicate with it. But it is a useful trick to be able to compare two files and work on them both at the same time.