if i use exit(0) or analogs in Python 3.3 programs, it gets runtime error, why does it happens, and how can I avoid this problem?

Using exit([arg]) you're raising SystemExit exception.
If you don't want that (which usually is the case), use

import os
os._exit(1)

instead (actually, this is receipt for Python 2.x, maybe it is a bit different in 3.x)