Have in mind that in order for this rule to work, all required fields for this status must have nonempty values.
The rule is simple When the incident status is closed then first set all required service call fields for status closed and then set service call status to closed.
You can set service call values by checking "Select a related item?" and selecting "Related Service Call(s)" from the list to the right.
To find what are the required fields when service call is in status closed go to administrator console/Security/Preventation/Required fiels/ double click service call and check each field in what status has required value