I've found some useful hacks on this:
Using JS how can I stop child Iframes from redirecting or at least prompt users about the redirect
http://www.codinghorror.com/blog/2009/06/we-done-been-framed.html
http://coderrr.wordpress.com/2009/02/13/preventing-frame-busting-and-click-jacking-ui-redressing/