What I expected to happen was...:
I got on full screen and wanted to exit the game, but even ALT+F4 didn't work, I had to switch back to windowed mode and then click on the Close button. Just easy to fix bug..

What actually happened was...:
Nothing, the game missing Exit button.

Steps to Reproduce:
1. Get in to the game.
2. Click on Options.
3. Click on Video Settings
4. Click on Fullscreen Mode (so it would switch to ON)
5. Go back to the main menu.
6. No exit button.
7. There is no 7.
8. Implement the Exit button.
9. To exit the game write "System.exit(0);"
10. Simple enough..