弹出退出页面Javascript jQuery

I would like to display a feed back pop-up to the user if he/she exits (close the window/close the tab) the page. Same should work if he/she clicks on third party links (any other host) on the page as well but not the self links (belong to the same host). I have tried window.onbeforeunload which seems to work on IE exit only. Could someone help me with this?I would like to display a feed back pop-up to t