ZyloxDragon: You can avoid having to do this by having the game run in a window, but there are a few games that don't have that option so the below works.
Semi-blind trick to close full screen application:
Ctrl+Shift+Esc is the shortcut for task manager.
Tap the start button on the keyboard.
Hover the mouse over the task manager in the taskbar for a few seconds, a thumbnail preview of the window appears
Hover the mouse over that preview. It will show on screen, (it's just a snapshot of what was on there).
Count the number of times you need to tap the down arrow to the fallout executable
Alt+Tab to the task manager, and down arrow that number of times.
Hit the start button again and repeat to see if you're highlighted on the fallout executable
If you're on the right spot, alt+tab to make sure you're on task manager, then hit Alt+E to end the task.
The mouse cursor disappears when this happens.