I'm trying out the GUI in the 3.6.2. Visual Studio2010 version.
I have the same problem as described and solved at
https://mailman.cae.wisc.edu/pipermail/octave-maintainers/2012-June/028548.html. However, I don't have a .octaverc file as far as I can figure out and editing C:\Octave\Octave-3.6.2\share\octave\site\m\startup\octaverc doesn't seem to work. My current workaround is to (1) Give focus to the command window. (2) Press <Space> followed by <q>. This exits less w/o crashing Octave.