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If you install Thief Gold and discover that you cannot press the Escape key to access the in-mission menu, do the following:

1) Go to your Thief Gold installation and open the file user.bnd in a text editor, such as Notepad, Notepad++, etc...

2) Add the line bind ESC sim_menu to the above file and save it.

3) Open Thief Gold and go in-game and press Escape. You should now be able to access the in-mission menu again.