 Stop Window From Losing Focus
Not to much you can do about the prompt, thats IE for you, you have to remember that since people can setup internet browser
securities the way they want, there is not to much you can do to control prompts.
The only other way around the prompts are to have the person use low security, not a good idea.
Your asking alot for IE to be professional in allowing you to seamlessly close windows that you create with one page, the only thing you know is if your current window has lost focus since the script is acting against the window calling it.
The purpose behind the prompt is to inform the user that something is happening in IE that maybe they do not want to happen, even though you as the developer of the site would like to terminate the page if they do not have there mouse over it for what ever reason.
Not a perfect solution I know, but I have yet to find another method, if you find something better and cleaner than using java, I would love to know it myself.
That thread shows how to get a handle on the propper components. | 
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