How about that?
function internalHandler(e) {
e.preventDefault(); // required in some browsers
e.returnValue = ""; // required in some browsers
return "Custom message to show to the user"; // only works in old browsers
}
if (window.addEventListener) {
window.addEventListener('beforeunload', internalHandler, true);
} else if (window.attachEvent) {
window.attachEvent('onbeforeunload', internalHandler);
}