If you want to trap links, you could rewrite the links in the page to go to a "you really want to leave?" javascript function, passing the destination URL as an argument.
If you wanna keep users from using their "Back" button, or keep them from putting another URL in the address bar, stop. Stop now. (1) Browsers were made to prevent exactly that kind of obnoxious behavior, and (2) Even if they allowed it, see the last two words of (1). It's freaking rude. Your site is not that special, no matter how cool you think it is.
