Beh ho provato é non mi chiede nulla prima di chiudere la finestra.

file : test106a.htm
codice:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">

<html>
<head>
<title>Untitled</title>
</head>
<body>
<input type="button" value="clicca" onclick="window.open('test106b.htm','pippo',null);"
</body>
</html>
file : test106b.htm
codice:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">

<html>
<head>
<title>Untitled</title>
</head>
<body onload="javascript:window.opener.close();" >

</body>
</html>