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This tutorial will show you how to force quit applications on a Mac. (This works on all versions of the Apple OSX operating system, including Mountain Lion and Mavericks).
To force quit an application that isn't responding, or just won't close, just bring up the force close menu.
To do this, just hit alt+command+escape (hold them down in that order). This will bring up the force quit menu.
From here, you can just click on the application that you want to quit, and then hit the force quit button at the bottom.
It may give you a message saying that you will lose any unsaved data, so if there is anything that you haven't saved that you really don't want to lose, try to find a way to save it before you hit ok to force quit it, because you will lose any unsaved data.
You will notice that if you select finder in the force quit menu, it will have a relaunch option instead if force quit. You can use this to restart finder if it stops responding.