The difference between return and exit()?

From: learning_C++ (learning_c_at_hotmail.com)
Date: 09/28/04 

Date: 28 Sep 2004 01:26:32 -0700

Hi,
I often see the functions like exit() and close(). Can they replace
return in the c program? Which header includes them?
What is the difference between exit(0), exit(1) and exit(...)?
Please give me some examples.

Thanks,