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Way back in the day, when I was working at Merrill Lynch, I was introduced to some Unix utilities, ps and kill. I would use these utilities to identify processes on the traders workstations that were hung, and terminate them.
Windows has had a graphical way to do this for a while, and there were Windows versions of these utilities that came with the resource kit - tslist.exe and kill.exe.
While working on a recent project I needed a way to tell if a process was running, if so, then kill it, so I was digging around to get copies of these utilities when I discovered that XP now has new versions of these utilities built in!
tasklist and taskkill
They basically have the same role as those other command-line utilities! Try them out, open a Command Prompt and run 'em, tasklist shows you your list of running processes (sort of like Task Manager), and then taskkill can be passed a process ID or program name and it will terminate the process.