how to fail???

Alright so I've got a lot of shit that should be done at the end of this program (closing any open files, ending SDL and/or Winsocks, freeing mallocated memory, etc).

But I can't always be sure when/where this program will terminate.

How do I make my codez so that I know it will always perform the clean-up code etc whenever I want the program to end?

Maybe you can use atexit? You need to give some more information about what you're trying to do.