Note: We issue exit so that browsers that choose not to redirect there (Very few - really only when browsing with a terminal application such as Telnet that's not really a browser) would still exit at that point. See this article for further information.
The man who comes back through the Door in the Wall will never be quite the same as the man who went out.
Are you using any pieces of software to manage your websites (Eg, Cpanel, DirectAdmin). If so, they'll do it automatically for you. If not, we need to know which server setup you're using (Apache, IIS, Lighttpd, etc).