You see this on most clickbank sites, I want to add it to mine. When you click X in the corner it takes you to another page, were it should close the screen. Example:- http://zeroriskbets.com/index.php?hop=0 Rep for the correct answer
You can get a similar popup here: http://actionpopup.wishnet.us You don't have to buy the product, you can use their free offer. Works great for me.
That would be the one you are looking for There are other version of that script just google them and you will find them easily,