alt + f4
It gives you mad hax!
Or ctrl + alt + delete, but I don't recommend that.
yoboyflorida:How do i exit out of a game when ur suck in the loading menu
Don't use control-alt-delete or alt-f4 unless you have to, as those both completely close the game.
Escape and enter will USUALLY bail you out. If that fails, then alt-f4 or control-alt-del.