Not all browsers support a modal popup, without which your page would go ahead and navigate anyway.
This is real awful requirement. The sort of requirement that is reasonable in a desktop application but entire unreasonable feature of a web site. Imagine being unable to leave a website.
The answer is either use the horrible confirm box and lump it. Or don't ask the user to enter too much data per page. Use a step by step wizard style data entry, the loss due to accidental navigation is minimised.
