Navigate away from this page.

I often see a message "you are about to navigate away from this page"... etc followed by an OK or Cancel button. You just know as soon as you click OK, it will upload spyware or malware but it won't even let you force the browser to close by clicking the X in the corner. The only way I have been able to do it is to use task manager to close it then quickly close the tabs before they load and resume the last session.

Is there a possibility that Spybot resident can intercept this message and allow the user to close the tab or even the whole browser without effectively giving permission for the malware upload?