Option-Command-esc or you can select Force Quit from the Apple icon menu in the left hand corner to open Force Quit to choose the application you are trying to kill.
A complete list of shortcuts for Mac OS X
And if you are a UNIX geek the other option is to open the Terminal Application, type the command “ps-aux” , find the process that’s running and copy the id number (far left of the screen) and type “Kill whatevertheprocessid#is” and hit Enter.
Good Luck!
R