Well, depends on your view....

I would say just throw an OnClick attribute in the actual aspx html to close the window...

Or you could do it the way you suggested.

My way means the server doesn't have to process the button click and register script at page render.

Your way is a tad more secure and seperates user interface from code logic... in my way, a web-designer or malicious person can edit the html client-side. but then that all depends if javascript is even enabled.

Really its up to you. Like I said, the user can always say 'No' to the IE dialog requesting the user to allow the web page to close the browser window (unless it was initally opened by javascript, in which case it simply closes).