EXIT() may mean return().  That's confusing, so let's have it really mean
exit() in whatever way works for the intended platform, and define
OPENSSL_EXIT() to have the old meaning (the name is of course because
it's only used in the openssl program)
diff --git a/apps/gendh.c b/apps/gendh.c
index f254296..98ee413 100644
--- a/apps/gendh.c
+++ b/apps/gendh.c
@@ -198,7 +198,7 @@
 	if (out != NULL) BIO_free_all(out);
 	if (dh != NULL) DH_free(dh);
 	apps_shutdown();
-	EXIT(ret);
+	OPENSSL_EXIT(ret);
 	}
 
 static void MS_CALLBACK dh_cb(int p, int n, void *arg)