Killing 'locked' applications

[Netsetandgo]

Under KDE when an application freezes up/falls into an indefinate loop, how do you stop it running? I had a little kill applet on the mandrake distro, but not with RH. Now I'm new to this, so go easy on me....   In windows (eekkk) the [ctrl][alt][del] END TASK was liveable. Finding the 'linux' way is testing me a bit. tried PS with KILL 1234(or whatever) does not kill it off. I need to lick this one, so, any help please :-)