How to Exit a Game on Xbox 360
Hold down the Xbox Guide button until the power menu pops up, then select 'Turn Off Console.' This will exit your game and shut down the console.
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Press the Xbox Guide button in the center of your controller, then press 'Y' to return to the dashboard. Easy peasy!
Just press the start button, look for an exit option, or return to the main menu if the game has one. If all else fails, just power it off and on again.
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