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if (windowname && !windowname.closed)
alert('Window is still open');
That should* tell you whether your window is still open or not... There's also some more useful info in this kind of thing in this forum:
*Handle this with a bit of care, some browsers vary in the way they handle the window objects - you'll need to do a bit of testing. Let us know if you run into any trouble. I only tested the above script in IE5.5 though you probably get the idea.