I don't see a way to specifically detect whether the user pressed "back" or any other browser button. This is outside the site's scope.
Only one solution comes to mind: Show the confirmation dialog only when a global flag has been set to "true".
if (ask_when_exiting == true)
return "Your answers will be lost.";
You would have to set the variable to true? in the onclick event of every link that you want the confirmation to pop up for. You should be able to mass apply this event to every link on your page using JQuery or another JS framework (Seomthing like $$('a').each()....).
However, this will disable the confirmation for reloading the page, or any other event that is not triggered using a control on the page like typing in another URL or closing the browser, as well.