Let’s talk about “What we do?” first.

Clicking Back Button for “escaping” is one of the common action for many people when they come across boring content. You should not do anything to block this button. However, you can still do something to take advantage of the Back Button suggested by
The Back Button – How people use Web Sites
http://webdesign.about.com/od/usability/a/aa051506.htm
- Place your branding up near the back button
This may draw the customer when they leave. - Make items in that area click-able
If they miss the back button, they might go somewhere else useful on your web site.
Then, What we expect?

Global “Home Link” is also a vital help tool when they get loss in your web site.
Here is a site about the arrangement of the Homelink:
http://www.webdesignpractices.com/navigation/globalhome.html#
Besides, here are information of how people expect where the common element (e.g. search engine) is located.
http://psychology.wichita.edu/surl/usabilitynews/41/web_object-ecom.htm
I hope the above information can give you some idea how to convenient the users on web design.