Hi Joe,
in Paul's example there is the following procedure
[pascal]
Procedure ProcessJoyButtonUp(JoyButtonEvent: TSDL_JoyButtonEvent; Var AFinished: Boolean);
Begin
Case JoyButtonEvent.button Of
// exit program if gp2x 'Start' key is pressed
VK_START : AFinished := True;
Else
End;
End;[/pascal]

if you change VK_START to one of the other keys defined at the top of the dpr, it should react to that to exit.