A recent hint mentioned that all keystrokes in Snow Leopard get sent to the remote computer when Screen Sharing. This means that Command-Tab and other keystrokes get sent along, and there isn't a keyboard method for returning control to your Mac. Instead, you must move the mouse out of the shared window and click on a local window.
Sometimes, though, you might want to keep the mouse in a particular location in the remote computer. In particular, when I'm helping my mom remotely, I don't want my mouse movements to make the mouse on her screen move.
The solution? Push the power button on your computer. The "Are you sure you want to shut down your computer now?" dialog appears, and the mouse focuses on your local computer. Move the mouse outside the shared window, and then hit the Escape key, or just use Command-Tab to get to a different local window. (Be very careful not to hit the Return key, or you'll shut down your computer!). The shared computer mouse stays right where it was, and you're back to local control.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20091009112909371