Not Responding Apps Can't Be Closed

Hi guys!
Since buying my new PC and upgrading to Windows Vista, I've been experiencing some nasty problems. The main one is that some applications start having problems with closing. When an app stop's responding I CANNOT kill it just by using the taskmanager. Its window stays open forever (not responding, however) and can't be closed in anyway. I'm just angry the "end task" function don't seem to work right at all.

Any suggestions are much appreciated.

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