AutoRun has also been updated (http://www.typhoonsoftware.com/download.htm -- Version 3.1.9 Nov 07/2006) recently to handle these events in the new IE7.
Below is a sample web page with the links you would need to silently close the browser window:
<TITLE>Silent Close Options for Web Viewer</TITLE>
document.location.href = "window.close()";
<P><A HREF="window.close()">Close with Link</A></P>
<INPUT TYPE="BUTTON" NAME="SUBMIT" VALUE="Close with Button" OnClick="CloseWindow()">