I know it can be done. You'll just need to get down and dirty with a lot of Javascript and you'll need to understand how Goole displays the ads inside out.

Having said that...
1. This would not be legal.
2. The last thing I want as a user is a stupid little message saying thanks. Just shut the hell up and show me the link I clicked on. I don't care how thankfull you are.

PS.: Alternatively, you can add some code to the onunload window event.