I have been programming a long time but have never heard of a 'flayer'? I think what you want to do is have a window open on all pages that contains some advertisment unless the user closes it.
Personal opinion, I despise sites that employ this kind of marketing tactic as it is overly irritating to me. Anyway.
You can use Javascript to open the window with the advertisment, thats easy. Second, you say "unless the user closes it" does this mean that after a user visits your site one time they will never again see this or is strictly for that session?
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I will only tell you how to do it, not do it for you.
Unless, of course, you want to hire me to do work for you.
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Read this if you want to know how to get a correct reply for your question:
http://www.catb.org/~esr/faqs/smart-questions.html
^^Took that from planoie's profile^^
^^Modified text taken from gbianchi profile^^
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