Err, in that case you should use
Code:
on [color:red]^[/color]*:open:?:{ 
  if (!$IsFriend($nick) && $AcceptFromFriendsOnly) { 
    [color:red].msg[/color] $nick Sorry $nick $+ , But I'm Busy ATM! 
    [color:red]halt[/color]
  }
}
to stop the window opening completely, rather than opening/closing it.