Instructions
Press the "Start" button on your PS3 controller while in the Nazi Zombie map. This button is labeled "Start" and is located just to the right of the PlayStation button in the middle.
Use the left analog stick on your PS3 controller to scroll down to "Quit" in the "Paused" menu that opens up.
Press the "X" button on your PS3 controller to get out of the Nazi Zombies map. You return to the "Call of Duty: World at War" main menu.