Shutting down safely in the event..

of non response .. :huh:
I will explain :-) Last night I had my music as one does :-)..and a
slideshow (windows media gallery) running .. when i came to close down
...found the controls tab wouldnt appear so as i could close down the
slide show .. no matter what I did .. i couldnt access them at all
after an hour found i had to just pull the plug out .. which is bad news
for any system eh .
What I would like to know is in the event of that happening again is
there a keyboard command (the escape key wouldnt respond either) ..that
will close down said slideshow .. because of that i couldnt access
anything else .. in plain english please .. am a computer nerd :(
Very frustrated