Linnet,
It seems that users still can't post attachments to this forum. A sample imp file can be found the following URL:
http://www.ezindex.com/autoplay/timed_exit.zip
The imp file in "timed_exit.zip" shows one way of exiting with a delay. It's not pretty but it seems to do the job. I don't know of any way you can disable the ESC and Alt+F4 keys in Publication Properties dialog and then use them to exit later.
If you only want to use a key press to exit the program remove the exit button on the Exit page and replace it with a text box.