Python how to exit main function

Possible Duplicates:
Terminating a Python script
Terminating a Python Program

My question is how to exit out in Python main function? I have tried 'return' but it gave the error SyntaxError: 'return' outside function. Can anyone help? Thanks.

if __name__ == '__main__':
  try:
    if condition:
    (I want to exit here) 
    do something
  finally:
    do something