Greasemonkey script help

Ok /prog/. I'm trying to make a Greasemonkey script to prevent me from accidentally leaving a certain page.

How would I go about doing this? I'm pretty sure I have to use 'window.onbeforeunload', but I'm not really sure how.

This is what I currently have, which does not work.

window.onbeforeunload = confirmExit;
  function confirmExit()
  {
    return "Are you sure you want to exit this page?";
  }

What am I doing wrong?

I also tried this, which didn't work

window.onbeforeunload = function (oEvent) {  
        oEvent.returnValue = "blah";  
    }  
    if (typeof evt == 'undefined') {  
      evt = window.event;  
    }  
    if (evt) {  
      evt.returnValue = message;  
    }  
    return message;  
  }