Your END key is the key defined to the SAS System as 'end' or 'submit' (a key definition means that when you press the key, that command is given). In SAS/LAB software, the 'end' and 'submit' commands are equivalent -- each closes the current window without canceling.
To see whether you have a key defined as 'end' or 'submit', you can use the Keys window. To reach the Keys window, select 'Keys' from any Help pull-down menu in SAS/LAB software.
If the Keys window does not reveal an END key, you can use the Keys window to define one. To define an END key, simply type 'end' (or 'submit') in the Definition column for an unused key.