There are several uses for the F4 function key located on your keyboard. First of all, you can use it to close any open application. Just make sure the program you want to close is selected, press Alt+F4 and that window will automatically close. Now, if you're using a single application that has many different documents within it, press Ctrl+F4 and just that one window will close instead of the whole program.
You can also use F4 to shut down your computer. Make sure all of your programs are closed and press Alt+F4. That will bring up the "Turn off computer" box and you can proceed with the normal shut down. Pressing Alt + F4 is the same as Start, Turn off computer.
Who knew one little key could have so many important functions?!