You can try running "xkill" from the terminal. That will turn your mouse cursor into a skull and cross-bones image. Then click on the window and it should kill the application. (Carefull not to click on anything else though!)
Alternatively, you can try "killall firefox-bin" from the command line, which should kill all instances of firefox bin that your user owns.
Edit: There was I blindly assuming you are using firefox, although your post doesn't specify!
Edit edit: OK, your subject does specify...