I think I know what he means - he's kicking off the script with explorer in the first place.
Well basically in the program put
ignore_user_abort(true) at the very start, then close the window after you kick it off. You can't telly it to close the connection with the window and keep running. You used to be able to with some register shutdown function mucking about, but not anymore - unless things have changed again.
If they have, please fess up, as I'd love to be able to say "Shut the window - have a fag and a cup of tea and I'll do this, right love?" without pumping out a fake html comment and flushing for IE users benefit.