How to make a site that you cannot leave?

So does anyone know http://www.20b.org, if you do then help, if you dont, dont click unless you are on google chrome but it plays the rick roll video and whenever you try to exit out, a pop up window appears and will not let you leave. It just says a line from the lyrics and then you try again and it gives a different line. Well im wondering how to make one of these sites or if there are any more out there. I want to make one for this video haha http://dm.senixee.net/youareapirate.swf