If you are stuck in a program, hold down the Command and Option keys and then press the Escape key.
This should bring up the Force Quit option. Select the program that is stuck, NOT the Finder, and choose Force Quit.
If that does not work, hold down the power key until the computer shuts off. This can take up to 15 seconds, keep pressing
i just recently got a macbook, and i am still not done in setting it up, i'm stuck in voice over practice. HEELLLP!