ok i this is a warning sorta message might be what u want:
<html>
<head>
<script type="text/javascript">
function mymessage()
{
alert("This message was triggered from the onunload event")
}
</script>
</head>
<body onunload="mymessage()">
<p>close this window and watch the warning box come up!</p>
</body>
</html>