For sessions still on FVWM (usually Release 13 and below)

Go to Start->Exit FVMW->Yes,Really Quit

For sessions using Gnome desktop (Usually Release 14 and up)

Locate the "System" menu at the bottom of the screen and click on "Log Out <username>" (where <username> is the session name). and click on it.

A dialog box will pop up asking if you want to log out. Press Log Out. If you leave this alone for one minute it will log out anyway. or press cancel to go back.