What is the code for one of those boxes with the "OK" button and a sentance or two that you get when you enter and leave a site? I'm pritty sure they're called 404 error documents and I can't find any for xanga... Thank you.

They aren't called error 404 documents.

Error 404 documents are pages that show up when you go to a wrong address.
Eg. If I tried to go to www.lissaexplains/i_like_cheese.html i would get an error 404 page, cos that page doesn't exist.

What you want are called 'Javascript Alerts'. See this page:
http://www.lissaexplains.com/javascript5.shtml

Chris