Considered putting a method call in the onload event of the page you return? To do this, set the ID of your page's body tag to something like 'BodyTag', give it a 'runat="server"' attribute and then, in C# it would be:
BodyTag.Attributes.Add("onload", "window.close()");
This would close the browser as soon as the page is loaded, but! This is a very bad idea. This is a feature used by a lot of virus, malware and trojan distribution websites - you website will not be trusted and be very annoying if it closes a user's browser - 'the user (customer) ALWAYS knows best' as the saying goes, especially when it comes to closing their browser.
Hope this helps, even though I wouldn't consider using it :~
Ed :)