Mandatory Dialog Box

Hey everyone,

I'm trying to create a dialog box that a user must click "ok" on to continue doing anything on their computer.
Basically, I am writing a web tester and it causes a browser to open, if the user is unfamiliar with the web tester they would probably close the browser.
So, I have a dialog box that appears to say that you shouldn't close the browser.
I want to go one step further and make it so that even if the user tried to close the browser, they would first have to acknowledge the dialog box by clicking ok.
Does anyone know a way of doing this?

If anyone needs a clearer explanation please ask.

thanks,
Matthew