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You could stick javascript on every internal link on your site that cancels the onunload event but it still won't fix the problem for refreshes or people typing in another URL in your domain... forget it.
PS, Welcome to WebmasterWorld.
However, it's a pretty damned annoying thing to do. It's what porn sites do to try to prevent you from leaving, and absolutely nobody likes it. (Not that I habitually surf porn sites, you understand...)
I reckon every popup loses you a sale. A popup on exiting might not lose you the sale, but it will almost certainly lose you any repeat business.
*Is that right? I've always just thought it stood for that...