I just tried to use an empty Security File.
Although, System.exit(0); does work. 
Is there a way to eliminate this?
We're calling SecurityManager via CLI with our own empty policy file. And if I try System.exit(0); in the main function, and after it some System.out or whatever, it will exit.  I want to deny any System commands. We're going to include Code from another user soon, so it's bad, if the user can shut down the whole framework.