The good news is that GNU/Linux handles this stuff pretty well and it’s a trivial matter to get rid of the offending application.
When within KDE, pressing the Ctrl-Esc key will bring up the KDE Process Table. This bad boy lists all of the running processes. Killing one is as simple as highlighting it and clicking the Kill button. As long as you own the process (which you likely do if you started it), you can kill it.
Unlike Windows, two things will happen when you kill an application. First it will actually terminate. It will, I swear. It won’t hang around on your screen for another 30 minutes with the hard drive spinning madly. Second, the rest of your system will remain stable and you can continue to use it. Incredible, but true. The kicker panel won’t disappear, the system won’t lock up, icons will remain where they are.