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Prevent user from going to other tab on website

I'm not sure how you can do this, but if a user on my site enters some information and selects another link or tab without saving, I would like to present a popup and allow them to cancel that action. If the action is canceled, I want to prevent the user from going to the selected link/tab.
Can you actually do this? I've thought about using onuload javascript event but I'm not sure how you could prevent the action.
This is a ASP.net site using jquery.

It's a rather imperfect solution, but this is as close as I could get.
Add this event handler to your page:
window.onblur = function() {
var flag = confirm("Please don't leave! Click OK if you really want to leave. I hope you click cancel and stay with me.");
if (flag) {
window.onblur = undefined;
alert("Ok you can leave now. **sob**");
//The user is leaving. You can do a little cleanup here if you need to.
}
}
Note: No solution in the world will prevent a user from opening another browser. Or, better yet, picking up their mobile phone and browsing from there. You can't force the user to remain focused on your app.
I strongly suggest you rethink your UX design if it really is so fragile that you can't allow the user to multitask.

Cancel redirect / beforeUnload

I'm using jQuery BlockUI plugin to display some nice ("Please wait...") message every time user changes URL, clicks link, is redirected, goes somewhere etc.:
$(window).on('beforeunload', function(){$.blockUI();});
Now, I'd like to enhance this message with a Cancel button, that would prevent such redirect and let user stay on current page. This leads me to a question: Is there any way in Javascript to stop URL change process, that is in progress? Or any other method/solution, that I could bind in this Cancel button's click event?
Am I trying to do something stupid or useless?

You could try e.preventDefault() or return false in the beforeunload bit but what you are wanting to do is not technically supported by browser for security reasons. Image the implications of an unclosable window...
The best thing to do is use the built in syntax. Returning a string to beforeunload pops up a dialog box asking if you are sure you want to quit, with that string as the question and the options "leave page" or "stay on page".
Example
$(window).on('beforeunload', function(){
return "Do you really want to leave this page?";
});
UPDATE
After further reading on this it turns out that major browsers support the return string syntax but Firefox does not. Firefox will simply replace your string with the line "Are you sure you want to exit this page?" or something like that.
TLDR: You can use the above return string syntax in all browsers but your custom sentence won't be shown in Firefox :)

Handling Re-direct in Dirty Form

On my form, a user can modify it, i.e. make it dirty, and then click the Cancel button.
The Cancel button's onClick() behavior is to change window.location.
However, when I press the "Cancel" button, I notice that the window.location only changes if I click "OK" (IE8) or "Leave this Page" (FF or Chrome). But, if I click "Cancel" (IE8) or "Stay on this Page" (FF or Chrome), then the actual window.location does not change.
How does this work?
EDIT including code:
function (buttonPressed) { // called when Cancel button is pressed
window.location = ...;
}

As #マルちゃん だよ said, you can't force a redirect if the user doesn't allow it. It just won't happen. However, the question that needs to be asked is what your "Cancel" action does, and whether you actually need to use Javascript for it.
If you want the cancel button to reset the entire form, there are ways to do that, either
Using a button with type=reset, or
Using the form.reset function
Alternatively, if cancelling is meant to take the user to a different location, then while the words may say cancel, the button is actually submitting the form and relocating them. So, make the button a type=submit, capture the fact that the form was cancelled (maybe even store it so the user can return to it later), and redirect them server side to the right page. This has the added benefit that you can track how many users are cencelling, and working when Javascript is turned off or unavailable.

What you are asking for would be a major security breach. I'm afraid you will never be able to do that.
You can, however, have control over child windows the parent has opened. Say you opened a popup with a parent window, that same parent window can have a button to close the child. Never the main window.
As for the "Cancel" event on that confirmation dialog, you could always handle it:
window.onbeforeunload = function () {
if (confirm('Are you sure you want to leave this page?')) {
return; // allow user to exit without further annoying pop-ups
} else {
// Handle the Cancel event
// ...
return "Do you really, really want to Exit?"; // Make the browser ask for confirmation again
}
}
If the user does something to leave the page, then you can tell the browser to ask them if they are sure. You cannot silently prevent them. If the user wishes to leave the page, then they can do so (dodgy sites full of adverts and/or malware would love it to be otherwise, thankfully it isn't)

Can I "redirect" user in onbeforeunload? If can't, how to?

Is it possible to redirect to another page when the user closes the browser?
Attempts:
I tried onunload, does not work
window.onunload = function redirect(){...}
I also tried another method, it doesn't work either:
window.onbeforeunload = redirect(){...}
<body onbeforeunload="return false; redirecty()">
The 3rd method, I want to cancel the onbeforeunload (means delay closing the browser), the I call the redirect function, window.confirm, if yes redirect, if no then close the browser. But it does not work as well.
Is there any other way?? Maybe prompt to let user select whether to redirect to new page when he/she close the browser? I'm running out of ideas...

Your onbeforeunload event needs to return a string (that doesn't equate to false), the browser will include this string in its own message displayed to the user.
window.onbeforeunload = function(){
location.assign('http://www.google.com');
return "go to google instead?";
}
However, it's going to be really tricky to word your message in a way that the user would be able to understand what to do. And I'm not sure this is robust in every browser, I just tried it in Chrome, it worked, but I ended up with a tab I could not close! I managed to kill it via the Chrome task manager thankfully.

It's not without it's faults but it works
window.onbeforeunload = function(){
window.open("http://www.google.com","newwindow");
return "go to google instead?";
}
This will open a new window as a popup to the address you selected when the user closes the page, though it is limited by any popup blockers the browser may implement.

If the user is trying to close the browser, then his intentions are pretty clear; he expects that the browser will close. Preventing that from happening, or causing anything else to happen in between the user clicking on 'close' and the browser closing is just a bad idea IMO. Is there a special reason for this? I mean, when I click on the 'close' button I expect that the browser will close, and should anything else happen, I would find that extremely annoying. I think I'm being reasonable enough. Am I? Who knows such things.
Why don't you try to entice the user to visit the other page in a less intrusive way? Like with a link or a banner?

The simple answer is no. If browsers allowed you to do more with the onbeforeunload/onunload events, this could be used pretty maliciously by anybody.

JavaScript To Get An Alert To Redirect When Closing The Browser Window

I'm trying to get this JavaScript to work properly. My intention is, when a user is trying to close the site page to get an alert saying "stay on current page or close" If they hit 'ok' I want it to close, if they hit 'cancel' i want it to redirect to another page. The problem is, when they try to go to another page on the same site, it gives them that popup. I want it to show only when closing, not when leaving the page to another page. I'm not sure if that's possible, I do appreciate your help and comments.
window.onbeforeunload = fget;
function yPop(url) {
var found = 1;
window.onbeforeunload = '';
window.location = url;
return false;
}
function fget() {
alert("Thank you for visiting our website, you are welcome any time! \n\n");
window.location = "http://NewLink.com";
return "\n________________________\n\n PRESS 'CANCEL' To Stay On The Current Page \n\n________________________\n";
}

The problem is, when they try to go to another page on the same site, it gives them that popup. I want it to show only when closing
Don't do this.
You can't detect closing only, but you can tell the difference between leaving by clicking on an internal link and other kinds of leaving, including external links, back button, closing and choosing/typing a new URL. In a script after the page has loaded, set the onbeforeunload event, then scan over all the document.links and test their .host against the current location.host. If they match, it's an internal link. In this case add an onclick event to them that removes the onbeforeunload event before returning true, allowing the link to operate normally without a warning.
Seriously, don't do this. It is incredibly irritating, arrogant and useless. Webmasters who employ leaving-pester scripts are condemned to the the fourth circle of internet hell, where they must spend the rest of eternity making stylesheets work on Netscape 4 using only ed, a worn toothbrush and a < layer>-tag.

you should use the window onbeforeunload Event.
http://msdn.microsoft.com/en-us/library/ms536907(VS.85).aspx
https://developer.mozilla.org/en/DOM/window.onbeforeunload
for jquery users :
$(window).unload( function () { alert("Bye now!"); } );

You may want to consider building a "You're about to leave this site" page instead.
The idea is that you wrap URLs on the page that aren't on your site to point to that page, letting the visitor know they're about to leave, and giving them a chance to go back, or proceed.
It's gentler than an unexpected modal dialog, it lets you format your messaging better, and it ultimately gives your users the exact same choice.