This is often done by pop-up windows. Window chrome (title bar, button bar, address bar, status line) is removed. Often used in an attempt to prevent bookmarking which cannot be prevented this way. The only way I am aware of to stop people from bookmarking is using a session which expires. In many cases functionality built in the browser is reproduced on the page in windows without chrome. Also resizing is disabled in most cases. Some web browsers have the ability to (partly) protect its windows against this form of intrusion.
An even worse form I have seen is advertisements that appear to be some kind of system warning. The window chrome is removed and an image of, sometimes a serious, system alert is used. Unaware visitors try to interact with this window and most likely visit the site without knowing that this would happen.