Android : How to end execution of my android program from any activity?

I am creating a game and i want end the execution of my game when back key pressed in another activity instead of MainActivity.

I have tried System.exit(0); command but the control still transfered to MainActivity.

Please help me resolve this problem because i completely don,t know what to do.

If i have missed anything in the question please comment i will provide the information.

Thanks in advance.