Detect and do action only when closing browser

Question

I am pretty new to javascript. I want to give some action only when close the browser. I used below jquery function to give an action when close the browser, but this function gives an action when moving to another page or refresh the page. Can I give an action only when an user clicks the X button or close the browser?

Please Help, thank you..

$(window).bind("beforeunload", function (e){

    return "close window?";

});