Sorry Picco, been away a couple of days...
You could do this a number of ways, depending on your target audience. If you only cared about IE, you could use showModalDialog() and have a single button on you dialogue. For a more generic solution you could use a new window / absolutely positioned div etc with the button on it.
Afraid I don't have the code handy, but there a quite a few articles out there on creating modal windows.