Hi there.
How about something like this:
------------------------------------------
RunWait, c:\games\HOTD2.exe, c:\games
ExitApp
esc::send !{F4}
------------------------------------------
It will run HODT2.exe in the c:\games diretory, while mapping the esc key to !{F4}, which is alt+F4.
Hope this helps.
Cheers,
Congui.