When you load an external page in the RadWindow it is actually loaded in an iframe. This means that it creates its own document and window objects, so events inside cannot bubble to the main page. This is why once the focus is set in the content page (i.e. you clicked a link) the parent page no longer knows what you do, so it cannot react. There is no way around this, because we cannot attach handlers to external pages. What you can do is add a onkeypress handler to your own content pages (in the case you can control this and they come from the same domain as the main page) and check for the Esc key. If it is pressed you can get a reference to the RadWindow an call its close() method from inside the content page.
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