Vyraexii: alt enter should put it into windowed mode and you can just x out the window
edit: Ultima 1 was from the era where we used to just shut the computer off when done playing unlike today where games ususally have an exit to desktop function
TorMazila: Actually most games had one or another way to exit them, plainly turning off PC could lead to damaged FAT, and parking your hard drive (if you were a lucky owner) was essential for most of sub-40MB drives.
Knowing the right key combinations was essential - there was no alt+tab. There were resident "process killers" as well to save your **s from your boss.
Not true back in the day.
Ultima 1 was released in 1981; hard drives didn't come with computers until 1983 at the earliest (and were too expensive at that point). Hence, simply turning off the computer would not damage the hard drive, since there wasn't any hard drive to damage. This also means that there is no desktop or command prompt to return to when done with the game.
Also, the OS was very simple and did not do any disk caching; therefore, the file system on the floppy disk would always be in a consistent state except when the computer was writing to the disk. Furthermore, such floppy drives typically had a light indicator to indicate when they were in use, plus said drives weren't exactly what I would call quiet. So, if you want to turn off the game, all you had to do was wait until the disk drive's light turned off, then turn off the computer.
Some games (like Wizardry and Bard's Tale) did have leave game features, but all they did was put the game into a state where it would not access the disk; in the case of Wizardry you could press a key to return to the game, and in Bard's Tale you could press a key to reboot the machine (possibly loading a different game if you switch disks first).
