Controlling the browser's controls is not permitted using Javascript as such. This is an inherent security feature in every browser out there, so well, it would serve you better to think of an alternative. Besides, even if say, hypothetically, there was a way to disable the close button, the user could have always pressed Alt + F4 or closed the browser through the application manager.
As a rule of thumb [atleast as of this date],
you should remember that, browser level operations like - Back, Forward, Close, etc, cannot be suppressed by javascript.
One thing you could do is have a Javascript method associated with the "onUnload" event of the <body>. You can alert a message to the user saying that he/she should have clicked one of the buttons.
[ April 08, 2008: Message edited by: Anirvan Majumdar ]