Run
xkill and click the window of the program which you want to kill.
If you are on a command mode only, you can use this.
eg - Here's the sample for Mplayer
Code:
mann@Manish:~$ ps -A | grep mplayer
7548 ? 00:00:00 gmplayer
mann@Manish:~$ kill 7548
mann@Manish:~$