I have a question that makes me look like an idiot!

I have the PS2 version of Tomb Raider: Underworld, which is very good fun. Unfortunately, they've changed the menus again. They do this fairly regularly, but the same thing happens to me each time: I lose the in game quit.

I've tried asking in TR comms on lj, but most people are waiting for the March releases of the game. Anyone here have an inkling? I've managed to force it back to the main menu by starting a new game and then cancelling it, but that seems unecessarily complicated. I can't believe they intend for you to quit just by turning the PS2 off mid-game.