Anyway to make it so that if a user tries to abandon our shopping cart by clicking back or X out of the page the chat box will popup asking if they need any help?
Do you really want to override browser functionality? I could imagine more people being frustrated by that than the additional sales it may generate.
From the demo, they offer a rule based on referring and current URL (you may be able to use this in order to determine if a user has already pressed back). Nothing I can see regarding closing the window, your best bet may be to use the given example: "number of seconds user is on page".