JavaScript Tutorial/Event/returnValue
Set event return value to false (IE)
<html>
<head>
<title>A Simple Page</title>
<script language="JavaScript">
<!--
function yourhelp()
{
alert("Hmmm, I don"t know what you should do!");
event.returnValue = false;
}
// -->
</script>
</head>
<body onHelp="yourhelp()">
</body>
</html>