Peinlich peinlich....
steht es da doch tatsächlich *grins
Rather to my surprise it's very easy to get around this confirm box in Explorer on Windows. Explorer merely looks if the page has an opener. If it doesn't the window has been opened by the user and may not be closed without a confirm. So what we need to do is trick Explorer into thinking the opening page has an opener:
opener.opener = top; // or whatever, as long as opener.opener has a value;
opener.close()