How Do I Turn The Game Off

[Capt.Harlock]

Alt and enter puts it in a small window, but when I click the X in the corner on that window it says I should do it the way it's recommended by the program. Will that hurt my computer if I just click X anyway?

[Nightwolf]

No, that won't hurt your computer. The reason for that message is in case you needed to save your game before quitting. Out of curiosity, what game is it? Maybe somebody knows the correct way to close it.