Linux tip: Many users are all too familiar with using Ctrl+Alt+Del (or Cmd+Opt+Esc on a Mac) to kill unresponsive processes. There isn't a comparable keyboard shortcut for Linux by default, but there are a number of equivalent methods for dealing with stuck processes.
The closest thing that mimics the Windows task manager in Ubuntu is the System Monitor application. Under the Processes tab, you can get all sorts of information on things that are currently running, including which programs might be stuck or using too much CPU. It also allows you to kill these processes by right-clicking on them. Notice that "stop" and "kill" process are two very different things — kill is most likely the command you want, being the Windows equivalent of "end task".
There is no keyboard shortcut to open the System Monitor, but you can easily create one by going to System > Preferences > Keyboard Shortcuts and creating one for the command gnome-system-monitor. Just make sure you don't use one that's already in use by the system (such as Ctrl+Alt+Del — you could use that if you wanted to, but you'd have to disable it from its default action, Log Out).
System Monitor is, in our opinion, the easiest way to kill an unresponsive program, but there are a few other ways in Linux, most of them command line–based (which is nice if you are stuck in a situation where you can't use a GUI). Hit the link to brush up on your process-killing UNIX commands. If you're new to Linux, it's a great bit of info to learn.