How To Capture The Onload Event Of A Window With Attachment Response

I have the following download request in javascript:

var exportWindow = window.open('Download.ashx?source=1', '');
exportWindow.onload = function() {
alert('finished');
};

My problem is that the above alert box does not appear. The download.ashx sets up the following response (which will be saved as a csv file), which works fine.

context.Response.ClearContent();
context.Response.ContentType = "application/text";
context.Response.AddHeader("content-disposition", "attachment; filename="" + fileName + """);
context.Response.Write(resultWriter.ToString());
context.Response.Flush();
context.Response.Close();

If I replace the download.ashx with a normal aspx page, then the alert appears. So my question would be: is it possible to know programatically when the dowload.ashx returned with a response?(using FF3)