Vista Ultimate does not kill a process

I'm using Vista Business in my Fujitsu laptop, I ran DBxpress to recover
my old outlook express mailboxes. For some problem, the application
stopped responding for a long time, and I decided to terminate the
process. I can't seem to use "end process" and "end task" to kill the
non-responding application, while in XP, I can kill them easily.

I pressed the power button to shut it down and hope it can kill the
process, then computer then stays on the "shutting down" screen with the
rotating donut, now it's almost 45 minutes since then and the donut is
still rotating but nothing seems done. I'm going to manually power it
down and hope nothing was lost.

Is there a way to properly terminate a process/application? Seems we
need a patch for this issue.