In microsoft.public.money, namsilat wrote:

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What kind of transaction did you use to enter the original option?
It should have been Sell To Open.

Then click Exercise. While it looks like you are selling now,
continue. Money will issue a Buy to Close, and a Sell of the
underlying stock. It makes the sell price the same as the buy, and
puts the total of the strike plus option proceeds as the sell price
for the stock.

I sold some call options that were eventually exercised. Under list of
selections available, there is an "exercise" option, but it's for the
purpose of ME exercising the option. The call options were exercised
by someone else. What I ended up doing is entering a "buy to close"
for the option for $0, then sold the underlying stock at the strike
price without commission. There must be a better way to do this.