There are tons of times when a single application can make your system freeze because of memory leaks or other things which are not really in your hand.
Closing the application is the best way to free some memory and get your system back to normal.
In a normal situation users would generally hit the Ctrl + Alt + Del combination and use the task manager to kill the task, but there is a nice little Freeware that will allow you to terminate applications quickly and easily.
Process Assassin enables the user to select a not responding application
and terminate it immediately without calling any other external programs.