I can't figure out how to stop the process before it's run its course. Short of shutting the program down...
well, one thing I found is that if you go into Task Manager and End the application, Magix asks if you want to save the project (in case you hadn't). Nice.
[Escape] key should do it though the effect is not instantaneous. If you are impatient and hit the key again it will cancel the 'Do you really want to...' window.