Shoutbox

A better way would be to intercept the actual windows API message that closes the window (WM_CLOSE, or something like that; Use a program like MessageSpy++ to find out).

Edit:
Coding in Windows API is not that hard to do, and if you're fluent in another natively compilable language (Like Delphi or C++), you could probably create a DLL that wraps all the API code you need, and simplify your script's code and operation by getting the DLL to handle all the messy stuff.

I have effectively used WM_NCACTIVATE to detect a flash event to any window, all you need to figure out is how to detect and cancel out that API message and you've practically covered all your bases in terms of closing conversation windows.

You'll need to get your hands dirty in Windows API to be able to use this effectively, but well worth it and rewarding.

Hope that helps.