Exiting a program from an If/ELSE statement with Python

I am attempting to exit a program without using sys.exit() The user is asked whether they wish to continue and if they input "Yes" a message saying so is printed and the program continues to run. If they input anything else a message saying they chose to exit is printed and then the program is meant to exit.

def keep_going():

      answer = raw_input("Do you wish to continue?")

      if (answer == "yes"):
           print ("You have chosen to continue on")
      else:
        print "You have chosen to quit this program"

What I am struggling with is what to add to ELSE to return something to my main which will cause the program to exit and how to go about writing that in code.