Recently in ASP.Net forums, I found a question like how to show an alert box before user closing or leaving browser window or tab. You can find the similar dialog, in StackOverflow.com , when you are started answering a question and then trying to close window / tab or navigating from it without submitting the answer. And here is the snippet which will help you to do this.

function closeIt()
{
  return "Any string value here forces a dialog box to \n" +
         "appear before closing the window.";
}
window.onbeforeunload = closeIt;

This will display a dialog like this

Navigation confirmation dialog

Note: This confirm dialog will also appear when you start navigating from the page to another also.