TheThe Site Exit Manager is a WordPress plugin by thethefly that manages the event of website exit.
Whenever a visitor tries to quit the website, this plugin pops up a special window with text to ask the visitor if he/she really wants to quit. The plugin is basically loading a specified URL or WP page/post in the background (usually with a special offer to motivate the visitor to keep surfing the site).
You can either set it up to work for the whole website or activate it just on a particular page (like your sales letter or squeeze page) via a shortcode.
Download and info: http://wordpress.org/extend/plugins/thethe-site-exit-manager/