To me, being closed minded would be begrudging people who do believe in something you don't. While I might not believe in Zeus, I still respect anyone who does believe in Zeus. I don't begrudge their beliefs and while I may engage in an intellectual conversation with them, I'd never deign to try and say that they can't have their own beliefs on the subject.
We can disagree and still respect each other. That is being open minded. Listening to arguments for a contrary view, considering it and either keeping your opinion or forming a new one is open minded.