I am afraid, there is no such way to show a custom popup. But you can add custom message on that popup.
Else you can go for another workaround described here -
Creating a Jquery Exit Popup[
^], which plays with the cusrsor position. Implement, if it satisfies your requirement.
Quote:
Instead a less annoying way of doing this would be to use Jquery and when the users cursor reaches the top of the page, usually a sign that the user is going to close the webpage, a Jquery lightbox will popup.