Close a Frames WebPage

I have a frames webpage. My problem is how to close the complete page by completely closing Internet Explorer.

Is there a way how to do this?
I want to have like a hyperlink stating "Close Site" and when you click on it, the page should close.

I know it's possible to close a page by using the following: javascript:window.close(self);

This doesn't seem to work with a Frames Page, only a single page.
Could you please give me some advise

Thanks