This enhancement has been incorporated in Release 2009b (R2009b). For previous product releases, read below for any possible workarounds:
To exit debug mode, press Alt+B followed by D.
You can also execute
at the Command Prompt to exit debug mode.
If you are on MATLAB 7.8 (R2009a) and you find that using DBQUIT does not work, please see the following bug report: