I'd swith to a different version than 1.72 SDL. Try the 1.8 beta or Smooth_VBA (maybe VBA_Smooth).
Then
In one of the menu's in the GUI there is a place you can change the mappings of ALL the buttons. By default ESC has another function. First delete that one and the select the Quit function and assign the ESC key. It's quite simple although the dialog box is antimidating at first and a little difficult to find.
Good Luck,
John