slatch is right
first maintain control of the plane
second configure the plane (gear up)
third would be to feather the bad engine prop. mind you most turboprops have some sort of auto feather (garrett would have NTS) or something reduces drag if an engine quits...it is much harder in a piper seneca or something like that.
verify speed, climb, trim for hands off (as much as possible)/feet off flight.
climb in best way (wings near level, not turning)
and then, call up atc and TELL THEM WHAT YOU WANT TO DO OR NEED.
in this crash, the pilot did make a radio call, and then crashed.
DON'T TOUCH THE RADIO until you are flying good/well