<SCRIPT LANGUAGE="JavaScript">

<!-- Begin
if (this.name!='fullscreen'){
window.open(location.href,'fullscreen','fullscreen,scrollbars')
}
// End -->
</script>

Any window you open, with script, you can close, with script.

The typical approach is to add a button with onclick="self.close();".

If you're asking how a user would close a fullscreen window... toggle out of FullScreen mode (F11 on Windows platform), and close it normally.

<form>
<input type=button value="Close Window" onClick="javascript:window.close();">
</form>

<a href="javascript:window.close();">Close Window</a>