Use the q command to save your log file and quit KD.
Try CTRL+R followed by ENTER on the debugger keyboard if the q command fails to work, and then try using the q command again (to save your log file and quit). Otherwise, press CTRL+B followed by ENTER to locally abort the current session and return to the local command prompt. The log file is not saved when using CTRL+B to quit kd. Press CTRL+B to quit if both the host and target computers are hung.