How to: Designate a Windows Forms Button as the Cancel Button
On any Windows Form, you can designate a Button control to be the cancel button. A cancel button is clicked whenever the user presses the ESC key, regardless of which other control on the form has the focus. Such a button is usually programmed to enable the user to quickly exit an operation without committing to any action.
Button Control Overview
Ways to Select a Windows Forms Button Control
How to: Respond to Windows Forms Button Clicks
How to: Designate a Windows Forms Button as the Accept Button