Be aware that this is a bad use of a pop-up.

When a user closes your webpage or navigates away, he has decided that he doesn't want to stay. Don't annoy him with goodbye messages or try to prevent him from leaving.

You should not attempt to control the user's browser. It feels like assault.

These so-called "pop-unders" are frequently used by seedy warez and porn sites to generate more windows than the user can close. Modern browsers often block such pop-unders.