Anna, I did the same thing. The secret is to just place your cursor over the X, then wait until the video is completely over, as in lights out. Then click and if nothing happens just slighly move the curser and try again. I think it lets you click three times before taking you back. At that point you have to re-open the box and try again. Don't give up, you're almost out of there!
Banana_fun, I have made it out of all 4 rooms now! I'm a room escape addict!
