C++ and Python: how can I make it stop?

[Heikki Salo]

I have decided to embedd Python into my C++ application and I have one
question about it. Everything works perfectly, but I haven´t figured any way
to stop the interpreter when it is executing (using PyRun_SimpleFile) a
python script. I expose a callback-function (so scripts can call it) in my
programs API which should stop the processing, but as I said, I have no idea
how to do that. I tried to use sys.exit, but it kills the whole application.