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We describe the design, implementation and use of a mechanism for handling asynchronous signals, such as user interrupts, in the New Jersey implementation of standard ML. Providing this kind of mechanism is a necessary requirement for the development of real-world application programs. Our mechanism uses first-class continuations to represent the execution state at the time at which a signal occurs. It has been used to support pre-emptive scheduling in concurrency packages and for forcing break-points in debuggers, as well as for handling user interrupts in the SML/NJ interactive environment.