rangana created & posted this script (for public use) a few months ago. can't find the thread ATM. the message can be changed to any text you want.
I don't know enough to try, but I suspect it could be modified to pop up when leaving a page instead of just when leaving a domain...? good luck!
Code:
<script type="text/javascript">
var domain='http://www.domain.com'; // Set your domain here.
window.onbeforeunload = function()
{
if(this.location.href.indexOf(domain)==-1)
{
return "Are you sure you want to exit?";
}
}
</script>
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