I agree that Alt+F4 to close the screen saver is good behaviour. The Beta10d MA3 handles it in windowed mode, but not full screen
[edit]seems like an "[ ] exit on keypress" option would solve it to everyone's liking[/edit]
As mention earlier, "Alt-F4" to close a window/application is standard windows behavior (and has been for a decade and a half). This key combination should work regardless of which mode the screen saver is in.
The "exit on keypress" option seem like a reasonable request as well (assuming that is defaulted off) that shouldn't be too hard to implement.
Just my $0.02.
~Ralph S.