problem with radwindow

hello
I have radwindow which through which I select a row and click on a link button to open another radwindow.
In that radwindow I update a column & save the changes.I've used a radlist box to do so.
But what i want to do is when the user makes changes to the column & if he clicks on 'X' (close option)of the window, he should be asked to
either wait & save the column (by keeping the current window open)or close the curent window without saving the changes.

I figured a way out to display a message using 'confirm' of javascript but i am not able to keep the window open.

So can anybody help me out

my front end is c#

Thanks in advance
 Soham Patel