If your character should get stuck in a really nasty bug, you may force your character to quit by using a spirit character in Purgatory. Log in as "Forcequit", or any other random name of your choosing. In Purgatory, type:
forcequit charname
where charname is the name of your character. You may then input your character's password, and they will be quit from the game.
This will probably not help you if you are stuck in a trap or if you are unconscious, and using it to escape from such situations is considered cheating.