Overlay site blocker

So you have heard about pop-up blockers, what about overlay site blockers ?
While reading an article about how behavioural marketing is placed just below SEO in terms of efficiency I wanted to check out the report from MarketingSherpa.
To set the scene, I have very large screen with a smaller screen to the right and had IE in the left screen at this point.
Suffice to say as you can see below the scroll bar only had an effect on the page behind and I could not even close the window to get to the page. The page greyed out behind the overlay would move up and down but the overlay itself didn’t budge an inch. So, no way to get to the close link on the overlay, and nothing else to do either. Only choices left: press the back button or close the browser. Wonderful user experience, not!