Either window -c $nick or just halt (which prevents the window opening to begin with).
Code:
on *:OPEN:?:*:{
  .msg $nick Sorry, I'm out getting my circuits rewired.
  if ($istok($site,162,46)) ignore -pu10 $nick 4
  window -c $nick
  halt
  stop
  enough already!
}
 cool

DALnet: #HelpDesk and #m[color:#FF0000]IR[color:#EEEE00]C