I created a page like that once:
http://drsmall.phpnet.us/misc/evilscript.html
But for Firefox, there is a simple trick to get out of those annoying dialog boxes.
The trick is, place your cursor in the toolbar, above the actual content of the page, and continuously press Enter, which will proceed to the next one.
The person usually sets up that script for 'onmouseover', which means when you move your mouse over the page, it automatically brings up the dialog box, and you have to do, as what Moon did.
So, just remember that simple trick, and you can get out of them (normally), and still keep you Tabs open
Dr Small