Room with No Exit

A person checks into a hotel for the first time in his life, and goes up to his room. Five minutes later he calls the desk and say:

- You've given me a room with no exit. How do I leave?

The desk clerk says:

- Sir, that's absurd. Have you looked for the door?

The person says:

- Well, there's one door that leads to the bathroom. There's a second door that goes into the closet. And there's a door I haven't tried, but it has a 'do not disturb' sign on it.