Cant close program

Can't you just click the close button on the program window? Or do you mean it happens on all programs?

All else fails, use task manager.

Restart your computer if you don't know what task manager does.

Do what Lightstar said. I think at one time or another we all have that problem for whatever reason. Like Redneckdude said you can also check it through task manager but easier to just reboot.