the EOF key (generally control D) gets trapped/ignored by the shell on some systems. Here's how to turn that off:
hit control-D
server$ Use 'exit' to logout
server$ Use 'exit' to logout
server$ set -o | grep ignoreeof
ignoreeof on
server$ set +o ignoreeof
server$ set -o | grep ignoreeof
ignoreeof off
server$ hit cntl-D
logout