public void stop() { 

... things you want to do on exit ...

//add this so processing's own quit code is run too.
  super.stop(); 
}  

import processing.opengl.*;

ShutDownListener sdl;

void setup () {
    println( "setup" );
    size( 200, 200 );
    if ( frame != null )
    {
	  sdl = new ShutDownListener(this);
	  frame.addWindowListener( sdl );
    }
}

void draw () {
}

public void stop () {
    println( "stop" );
    super.stop();
}

public void destroy () {
    println( "destroy" );
    super.destroy();
}

public void exit () {
    println( "exit" );
    super.exit();
}


public class ShutDownListener
implements WindowListener
{
    ShutDownListener ( PApplet _p )
    {
	  _p.registerDispose( this );
    }
    
    void dispose () {
	  println( "ShutDownListener: dispose" );
    }

    void windowClosing(WindowEvent e)  {
	  println( "ShutDownListener: window closing" );
    }

    void windowActivated(WindowEvent e) {
    }
    void windowClosed(WindowEvent e)  {
    }
    void windowDeactivated(WindowEvent e)  {
    }
    void windowDeiconified(WindowEvent e)  {
    }
    void windowIconified(WindowEvent e)  {
    }
    void windowOpened(WindowEvent e)  {
    }
}