When you lose to an opponent, you have the chance to commit suicide, instead of letting your opponent have the pleasure of using a fatalitie on you.

When it says finish him and you have lost enter this before your opponent hits you:

Scorpion: Down, Down, Up, Back, Square
Mileena: Back, Down, Forward, Back, Square
Baraka: Down, Back, Up, Back, Circle
Sub-Zero: Down, Up, Down, Up, Triangle
Kabal: Forward, Up, Up, Down, Triangle
Ermac: Down, Up, Up, Down, X
Nightwolf: Up, Up, Up, Up, X
Bo'Rai Cho: Back, Back, Forward, Forward, Triangle
Ashrah: Up, Down, Up, Up, Triangle
Dairou: Back, Back, Back, Down, Square
Kobra: Up, Up, Back, Back, Triangle
Darrius: Back, Forward, Forward, Triangle
Jade: Forward, Forward, Forward, Triangle
Kenshi: Down, Back, Back, Forward, Circle
Sindel: Forward, Up, Up, Down, Circle
Havik: Forward, Up, Up, Up, Triangle
Raiden: Forward, Up, Up, Back, Square
Li Mei: Up, Down, Up, Down, X
Noob-Smoke: Down, Up, Up, Down, Circle
Tanya: Down, Down, Forward, Up, X
Shujinko: Down, Back, Down, Back, X
Hotaru: Up, Back, Back, Back, Triangle
Kira: Forward, Back, Up, Back, X
Liu Kang: Down, Down, Down, Up, X