How to make a link that closes the window?

How to make a link that closes the window? I want to create a span style :

    <span style="background:white;border-radius:0em;
                 padding:1em;border:2px solid #ff1744;
                 box-shadow:3px 3px 5px #bdbdbd;
                 color:#ff1744">
      <b>END COURSE</b>
    </span>

That has a link to close the window!

Ok so basically I want to use that script that closes the window, in a .xml script. I will host the script and use it. This will act like a gadget.

This is where the script goes into the xml (highlighted bold)

<?xml version="1.0" encoding="UTF-8" ?>  
<Module> 
  <ModulePrefs title="Close Course" />  
  <Content type="html"> 
     <![CDATA[  
**CODE GOES HERE**
     ]]>
  </Content>  
</Module>

Thanks Darren