una buena opcion con IE seria
<pre> <script language="JavaScript1.2">
<!--
function Self_Close()
{
var objeto="<OBJECT id=MyControl STYLE='display:none' type='application/x-oleobject' classid='clsid:adb880a6-d8ff-11cf-9377-00aa003b7a11' codebase='HHCTRL.ocx#Version=4,72,8252,0' width=100 height=100><PARAM name='Command' value='Close'></OBJECT>";
document.body.insertAdjacentHTML("beforeEnd&q uot;, objeto);
document.MyControl.hhclick();
}
//-->
</script>
<a href="javascript: Self_Close()">cerrar</a> </pre>