How to close a window on its own after a delay?

Hello all,
Here i have a problem, it is closing a window on its own after a certain delay, using JavaScript. In my code i'm using window.close() method to close the window, so it does, but i want to give some message and then close on its own after 3 seconds.
So, give me guidance on how to make it...
thanks in advance...

If you want to show confirm/alert, the window will be closed AFTER user closes this confirm/alert dialog.
So, if you do:
setTimeout("self.close();", 3000);
alert("This window will be closed");
the window will be closed only afetr user hits "OK" on dialog.
If this is not what you want, and you want to close window, if user did not canceled closing in some interval, than you have to use DIV, SPAN or IFRAME instead of standart dialog.
so, if you have a function "showDialog", which brings up your own replacement for modal "Are you sure" or "It about to be closed" dialog,
The code will look like:
setTimeout("self.close();",3000);
showDialog();
now, If your dialog is "Are you sure" type, than it will have an input type=button, that defines onclick event handler, let say "dontClose".
so you code will look like:
window.closeTimer = setTimeout("self.close();",3000);
showDialog();
Here is the "Don't close" button:
<input type=button value="Don't close" onclick="if(window.closeTimer){clearTimeout(window.closeTimer)};">

hi,
your tips were all useful to me... thanks a lot