<script type="text/javascript">
var domain='http://www.mwebng.net'; // Set your domain here.
window.onbeforeunload = function()
{
if(this.location.href.indexOf(domain)==-1)
{
return "Are you sure you want to exit?";
}
}
</script>

Demo Link: http://www.mwebng.net/demos/leave


This is a very simple way to prevent a browser window from closing. Facebook and some other self-respecting websites make use of this kind of technique to prevent the browser window from closing, if say you fill a form and did not save it before attempting to leave the browser window.