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Samsung galaxy s3 Neo : Downloading do not turn off target - To Exit Do not turn off target - Android Guide

How to safely exit Downloading- Do not turn off target screen in Samsung S3 Neo

Applicable for all samsung s series devices: 

In Samsung S3 Neo, If you long press Volume down button + Power button for 10 seconds, then a warning window will appear saying, "A custom OS can cause critical problems in phone and installed applications. If you want to download a custom OS , press the volume up key. Otherwise, press volume down key to cancel".

If you press volume up button, then a new window will appear stating "Downloading-  Do not turn off target screen"

If you don't want to proceed and to safely exit and come out of the screen, just press power key for few seconds. The phone will be turned off and you can reboot it as usual to enter in the normal mode.

If power key doesn't work for you, then next best method is to remove the battery and reinsert to reboot the device.