I agree with @Diodeus: using a mailto:
link opens an external application which you cannot control via your browser. Even if you could close the window that a web email application loaded, you can't guarantee everyone would launch a webmail app on a mailto:
link. Some of us use Exchange/Outlook at work, for example.
If you really want to control the user experience of sending an email from your application, skip mailto:
links altogether and offer a page/form that allows the user to enter the email body/subject.
You then process the form and send the email using whatever server-side technology you're using. This can have the benefit of not exposing your email address to spambots.