hey!
I think the best way to do this is insert an X button in "Lay options" -> "custom css & html". You can put your html markup and css for your x button in there. You can hide and show it based on which site you are on like described here http://laytheme.com/documentation.html#css-based-on-current-page
To do this you need to know some css and html. Otherwise this is not really easily doable.