maybe this can help you!
0) use a script to detect window closing event (use lib or your own).
1) and add you custom Ajax code to sent query to your page that kill session.
example (javascript code):
<script type="text/javascript">
window.onunload = function() {
alert("Here Ajax Code to page killsession.aspx");
};
</script>
example (killsession.aspx page):
Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
Session.Abandon()
End Sub