How to properly end the game?

Hi there,

I am new to stepmania and I am looking for a way to end the game properly.
Pressing escape will only jump around between the intro screen and the start screen.
Is there any way to end the game without having to shut it off externally?

Thank you

There should be an "Exit" option on the menu on the start screen. If it's not there, you should probably set your coin mode back to Home (with either the operator menu from hitting Scroll Lock, or by holding F3 and pressing 1).
Exiting the game with Alt+F4 from the start screen should be safe.