Thanks to all of you for posting comment and answer..
Here i m going to implement java script to close window after logout it will close the window without any confirmation. "Without any confirmation" becoz i don't want that user click on no and get the same page again.
The code is following:
Response.Write("<script language='javascript'>");
Response.Write("{");
Response.Write("window.open('','_self','');");
Response.Write("window.close();");
Response.Write("}");
Response.Write("</script>");