In order to close a frozen (unresponsive) application in Mac OS X you can use a feature called Force Quit. While this feature can be very helpful, keep in mind that any unsaved changes to open files are not saved.
To open a Force Quit window click on the Apple logo in the top-left corner of your screen and select “Force Quit…” Alternatively you can press Command + Option + Esc on your keyboard in order to open the same window. Now choose the application you want to force quit and click on the Force Quit button. Check out the video tutorial below for step-by-step instructions.