Here are some ways I use to shut down a program:
1) Press ALT, F4 together, with Feralheart open.
2) Press and hold CTRL, SHIFT, ESC to open up the Task Manager. That gives you the option to "End Process" which closes a program.
3) Press and hold CTRL, ALT, DELETE on your keyboard. That should exit out and you should have the option to open Start Task Manager, which you can use to shut down Feralheart.
4) Press ALT, TAB until it switches to the desktop, then hover my cursor over the application on the task bar and click the red cross until hopefully there's an error message which will cause the game to crash. Clicking "Cancel" when it's 'looking for a solution to the problem' will shut it down.
If that all fails you can always hold down the power button :\