Well, I guess you didn't make it clear that it was imperative for the user to see that fatal error until your previous message. I do have another solution though...

You could open a new window for the processing,
<form action="process.cgi" method="POST" target="process">
Then, if there is a fatal error and the user clicks the close window button, IE wont prompt them. (It doesn't prompt on new windows, just their parents.)

hth.
Joshua