I was finally digging into the docs and ran across this which might be of help :-)
When both LinuxMCE and Ubuntu are running, you can toggle between them by pressing ctrl+alt+f7 for Ubuntu and ctrl+alt+F11 for LinuxMCE. Unfortunately, at this moment, once you start LinuxMCE there is no way to stop it. The Ubuntu integration is still a work in progress.
Of course, you can hunt down all the pids from the command line with ps -ef , find which ones are related to LMCE and sudo kill -9 [pid] - but that will likely produce some unexpected results, you might be better off with just a reboot.
HTH,
Stu