Ah, I apologise! I started Uni a few weeks ago and completely forgot about this.
So I can't quite seem to get RenderWindow::Close to work.
Any other ideas?
I'm gonna keep playing around with it, and I'll let you know if I find anything, but I doubt it.
Thank you for the replies!
Edit: Okay, I've found a simple work around.
When the button is clicked, it'll 'disable' the window that contains it.
Just before the event loop, it checks if the window is disabled, if it is, it calls Window.Close().
Sorry for wasting your time.