You need to close the window with JavaScript (I think this is what you mean by JAVA - not the same thing

)
you call the JavaScript with a getURL command like this:
ActionScript Code:
getURL("javascript:window.close();");
Im guessing that this is something you've tried and the popup is the one that says "a script in this document is trying to close this window"(or something similar) as far as I know this is an inbuilt security feature. If you find out that you can get rid of it though (I dont think you can) post the answer here so we can all benefit
ps. why does "javascript" appear with a space in it when in its in AS tags