Close button for a popup

I have this example

Click on "show dialog" and you'll see a close button. If you click that, the popup closes. I dont see the code for it. I see "OnClientClose". So in my popup-aspx code i should add a close button and that javascript will take care of it?? I googled for other examples and not much luck
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I think that the close button is automatically there and needs no special handling.
Dave BaldwinFixer of ProblemsCommented:
See here:

This is what I use in a popup window:

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

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CamilliaAuthor Commented:
it's not there automatically. Let me look at Dave's example.
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