public boolean onCreateOptionsMenu(Menu menu)
{
super.onCreateOptionsMenu(menu);
MenuItem item = menu.add(Menu.NONE, Menu.NONE, Menu.NONE, "Exit");
item.setOnMenuItemClickListener(new MenuItem.OnMenuItemClickListener()
{
public boolean onMenuItemClick(MenuItem item)
{
System.exit(0);
return true;
}
});
return true;
}

import java.util.LinkedList; 
import java.util.List; 
import android.app.Activity; 
import android.app.AlertDialog; 
import android.app.Application; 
import android.content.DialogInterface; 
import android.content.Intent; 
public class SysApplication extends Application { 
  private List<Activity> mList = new LinkedList<Activity>(); 
  private static SysApplication instance; 
  private SysApplication() {  
  } 
  public synchronized static SysApplication getInstance() { 
    if (null == instance) { 
      instance = new SysApplication(); 
    } 
    return instance; 
  } 
  // add Activity 
  public void addActivity(Activity activity) { 
    mList.add(activity); 
  } 
  public void exit() { 
    try { 
      for (Activity activity : mList) { 
        if (activity != null) 
          activity.finish(); 
      } 
    } catch (Exception e) { 
      e.printStackTrace(); 
    } finally { 
      System.exit(0); 
    } 
  } 
  public void onLowMemory() { 
    super.onLowMemory();   
    System.gc(); 
  } 
}

public void onCreate(Bundle savedInstanceState)
{
super.onCreate(savedInstanceState);
setContentView(R.layout.main);
SysApplication.getInstance().addActivity(this); 
}