Yea, when it's True then it will fall out of the game loop and terminate.

Only use Abort when the application must end at that moment. When executed the exception handlers will be called so be prepared to handle shut for this case. For example, a resource can not be loaded thus the app can not continue, you can abort. Either free any allocated resources before hand or make sure they are handled during the exception call. The message will be sent to the log file as well as for any unhandled exception at run-time.