Exit Application or Close File are equally fine in this case.
What you NEED to do however is send people into your database with the homeurl=? parameter as part of the URL.
This parameter redirects the user to another specified website whenever they exit the file.
See page 29 of the WebDirect guide:
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Close File is not supported on WEBD.
Are there any problem with Exit Application ("quitting app" may be this) ?