The System class provides the exit method to stop the Java Virtual Machine (JVM). : System « Utility Classes « SCJP

1. SCJP
2. Utility Classes
3. System

public class MainClass{
    public static void main(String[] argv){
       System.exit(9);
    }
}
The exit method should not be called in a Java applet. 
It is the Web browser's responsibility to halt the JVM as needed.