In the “old days,” a frozen application meant you had to somehow shut down your entire computer, which often resulted in disrupting work being done in another program or application. Mac OS X changed all that by offering a Force Quit command that can be accessed quickly by simultaneously pressing Command-Option-Escape. The Force Quit pop-up then appears. The currently stalled application is listed in red and is followed by “(not responding).” All you have to do at this point is click on the Force Quit button.
You’ll want to remember this Command-Option-Escape shortcut because if the Finder becomes frozen you cannot select the Force Quit command from the pull-down Apple menu. When you do Force Quit, you normally get a prompt that asks if you want to restart the application, but be aware that, whether you restart the app or not, any unsaved changes will be lost. (Good reason to constantly save your work!)
If freezes continue, you may want to run the Apple Disk Utility to try and discover what is causing the problem. In many cases, simply repairing disk permissions is all that is required. You can verify your hard drive from the finder, but if there is a problem, you’ll have to reboot from your OS DVD to run First Aid.