Auto Close Window

Hi there.
I was wondering if it is possible to Automatically close the current window with PHP. My idea is this...

header("location: FILE");
[SCRIPT TO CLOSE WINDOW]

Because the code will be used on a popup window. and when it starts the Header file, it will close the popup. with me?

The script should work like this:

window.close()'

Or, I would be even happier with something that works like a double header. It redirects to 2 urls at once. The download file, and the thank you page.

Thanks in advance