You can modify the standard version of VirtuaNES to exit when you press the ESC key. In the VirtuaNES.ini file, under [ShortCut], change the TBL00 line to TBL00=000000000000000000000000000000000000000000000000000000000000010001
I read that you then have to change the .ini file to read only so that the modified shortcut would not be overridden, but I didn't, and it hasn't caused any problems for me yet.