Kill a process with and without windows

With windows
Way 1:
Press Alt+F2, type xkill and click on Run. Your cursor changes in a cross. Select the window you want to close. Click on it, it will close.

Way 2:
This requires some preparation but this is much easier if it happens frequently that one of your applications freezes. First, right-click on your panel (usually on top and on the bottom of your screen). Select "Add a button". Select the Force Quit button in the Desktop and Windows section. Click on Add and click on Close. The force-quit button is added to your panel. If you want to close a non-responding (frozen) application, click on the button first. You should then be able to close an application by clicking on it.
source: http://www.howtodude.net/howto/view.article.php/165
Great site with lots of useful suggestions for the Linux Newbie

Kill a process without Windows
Ever wanted to restart Firefox and got the message: "Firefox is still running. Stop it or restart your computer" ?But no window to be found? Well, you won't have to restart your pc.
You can check running processes with typing in terminal:

ps -e

It will show you all running processes.
Good to know and maybe find the exact process name you're looking for.
We want to stop Firefox running, have seen it in the list.
Type in terminal

pkill firefox

That will do the job and you can restart firefox again.