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In windows, alt+F4 does not close cmd (As in: WindowsKey+R, cmd, Enter)

How different is the command window from a normal window?

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There are some third-party hotkey handling programs out there. Some should be able to intercept Alt-F4 only for the relevant command-prompt windows, and use an alternative shutdown (e.g. type "exit", or click the close button, or use the system menu "close" option). Obviously, you should be aware of the possible downside (see Jeffs answer). Sorry, I can't make a recommendation. – Steve314 Dec 6 '11 at 23:50
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3 Answers

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The command window uses those key combination for varies applications within the dos emulating window. If Alt-F4 closed the window, it may be impossible to use certain utilities. If you want a keyboard only fix just type exit to quit.

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up vote 2 down vote

Alt+F4 sends the program with focus the WM_CLOSE message.

So, the cmd program is either intentionally configured to ignore WM_CLOSE messages, or possibly doesn't process any messages at all.

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This does not entirely apply to Win32 Console windows - they're owned by conhost (earlier - by csrss), and console applications handle it differently. – grawity Jan 20 '11 at 14:44
@grawity, duly noted, thanks. But it sounds like that could be the start of the real answer to the question. – DMA57361♦ Jan 20 '11 at 21:13
@grawity - I thought within windows, there was still a WM_CLOSE message handled as part of the console program. Not that it makes much difference, though - this is an answer for programmers working on the source of cmd.exe, not for users curious about the design rationale. – Steve314 Dec 6 '11 at 23:45
As you can see with iglvzx’s answer, consoles do indeed close in response to WM_CLOSE. – Synetech Mar 20 at 17:54
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up vote 2 down vote

On the other hand, if you are looking to have Alt+F4 close the console window, you can use the following AutoHotkey script:

#IfWinActive, ahk_class ConsoleWindowClass
    !F4::WinClose, A

#IfWinActive
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