For dialog applications traditional behavior has been to close the application when “Escape” is pressed. However some users complain about this as they often press the key by mistake.
What’s your approach?
1) Close the application
2) Do nothing
3) Pop an “Are you sure you want to quit?” message (possibly with a “Don’t show this again” check box)
That depends on the dialog – if the user’s likely to have put any effort into the dialog, then (3) sounds like a good approach:
Otherwise, closing the dialog (not the application – surely?) is standard, and expected by many users.
Don’t allow the user to lose significant amounts of work by accidentally pressing escape.