This is so good that a Web application does not have power to do anything like that to the arbitrary browser and to the client's system in general!
It's more than enough that a Web application can create a new ("pop-up") window, it's more than enough that such windows can come without the button you've shown in your picture and other important elements, it's more then enough that an application can try to prevent a user to close a window — all of that, unless the user disables client-side scripting. These features are already too much; and they allow the Web "developers" (quotation marks intended) brutally abuse the behavior of the client system and try to deprive the user from most elementary rights. Inexperienced users can really suffer from that, and others feel greatly irritated.
Don't try to do nasty things. Better design your code in a nice way.
I can give you one idea, but this is only one. You can takes some elements like
To get some ideas, please see: http://bit.ly/UsMWRH
You will find numerous samples with demo.