If you have an application that is stuck on the Mac, you can Force Quit the application by going to the apple menu (always in the upper-left hand corner of the menu bar) and selecting the "Force Quit..." option. But there is a shortcut to the Force Quit panel that can help you out of a jam if the Finder is the application that is hung. Simultaneously press the Command + Option + Esc keys and the Force Quit menu will be shown. This is especially handy if the Finder is the application that is not responding since in that case the Apple menu will probably not work and you won't be able to get to the Force Quit panel through the usual method.