OK, since someone bumped this prehistoric thread back to top, I'd like to add something about Midnight Commander I only found out today:

It is possible to "properly" close mc without killing the Xterm. Normally, mc closes by hitting the F10 key, or by clicking the "F10" button on the screen. However, in normal zoom, the "F10" button doesn't show up on the 770/N800's screen; you have to unzoom to 80% to see it.

Oh, and click it to end the program, obviously...