You simply call QUIT -- it will end the program. But you can get the dreaded "Cannot Quit VFP" message. This can be caused by having a MODAL form open -- so to get around this, go through all the open forms and close them (call the Release method). Example:
IF _Screen.FormCount > 0
lnFormCount = _Screen.FormCount
DO WHILE lnFormCount > 0
IF !INLIST(UPPER(_Screen.Forms(lnFormCount).Name),"MAINTOOLBAR","CHECKINGTOOLBAR","SAVINGSTOOLBAR","CREDITTOOLBAR","LOANTOOLBAR","QUICKBAR")
_Screen.Forms(lnFormCount).Release()
ENDIF
lnFormCount = lnFormCount - 1
IF lnFormCount > _Screen.FormCount
lnFormCount = _Screen.FormCount
ENDIF
ENDDO
ENDIF