Hi Jonas,
We are currently working, full power on creating valuable documentation for VWG, so just hang in there a little longer and I assure you things are going to change in this perspective.
For now, regarding the message you should simply use the BeforeUnloadMessage property with your custom message. Also, 6.1 include all possible web.config keys including a short explanation within the default web.config created when creating a new project within Visual Studio.
Thanks,
Itzik Spitzen