Sometimes you need to RUN AWAY fast, and need to hit the shiny Autopilot button (or hotkey; good idea to map that to something like SHIFT+Z) to get out of trouble. Course, you kind of neglected to set destination to another system before you got into a dicey situation and now you're panicking - you don't want to use 'Assets' or 'Peoples&Places' because of fear of lag - and you're having difficulting keeping a steady hand while right-clicking in space to warp out of there fast.
Press F11 function key, this brings up the minimap browser. Now simply right click another system and set destination. badda bing badda boom.