Check which action detects browser window close:

1. Click this Refresh link or the browser's Refresh button
2. Navigate away from this page through a link
3. Type another URL in the address bar
4. Click Back or Forward button
5. Click the Close (X) button in the top-rightmost corner of the browser
6. Click the IE icon in the top-leftmost corner and choose Close. Or simply double-click the icon
7. Press Alt+F4 key

In IE, the last 3 actions are correctly detected by the javascript code inside this page as browser close.