Make Frames Closable With the "Esc" Key

To make your main frame closable with the ESCape key go into the OnLoad function and add the following line :

tinsert(UISpecialFrames,"MainFrameName");

where MainFrameName is the name of your main frame of the application.

Example
         tinsert(UISpecialFrames, self:GetName);   PlaySound("igCharacterInfoOpen");   PlaySound("igCharacterInfoClose");   

Description
this:GetName returns the current UI Object's name and in this case our Frame Name. Using this will make the code more generic.

the OnShow and OnHide parts will play the usual sound that's played when you open/close blizzards frames - e.g. your character frame

EditBoxes and OnEscapePressed
EditBox type frames have an "OnEscapePressed" handler, which will prevent this method from working with them. For these frames you can instead use: myeditboxframe:SetScript("OnEscapePressed", function(self) self:Hide end)