Windows has added task kill feature similar to Linux in windows XP operating system. I have not checked it in other windows platform. So, if you are running any other windows platform then please check it and make a comment so that other users will know the things through your comments. You can also kill application by pressing traditional CTRL+ALT+DEL keys but sometimes nothing works more then command prompt. Command promt is easy to run tiny but powerful application that can be run easily in case of system hang condition. These commands will work in this case.
To kill a application, you need get the process id of the running process.
To see the list of process with process id, Go to a command prompt and run the command tasklist to see running processes with PID numbers. see the screen shot.
Type tskill <PID> to end the specific task. This forces an instant closing of the task.? See the screen shot below.