Giving the three fingered salute: Why Ctrl-Alt-Del is your friend
Even with XP's robust application handling (in clear delineation against Vista's hapless version) you will still find yourself occasionally with a stuck program, cursor, or worse. In those cases, rather than just break down hysterically crying and banging your head against the wall, you can try the famous three fingered salute. Hitting Ctrl-Alt-Del will usually bring up the Task Manager in XP (and bring up a really stupid screen in Vista where you can choose to launch Task Manager out of several totally useless options) where you can choose to terminate the misbehaving application and restore your control over the system.
In order to kill the nasty app, just select the Applications tab in the Windows Task Manager window and check to see if it shows that your particular program is frozen. Whether or not it shows up as such, you can easily select the offending application and hit the End Task button. You might have to wait a few seconds or even hit the End Task button again, but sooner or later you should escape from the stuck app.
Although you can generally relaunch the crashed app and keep working away, this is emphatically not recommended. You should always reboot your system after a Ctrl-Alt-Del fix as that will ensure that anything that has gone wrong with the app will be rectified by a fresh boot. It wouldn't be a horrible idea to bring your system to an earlier time when it functioned flawlessly through System Restore as well.
In cases where the crashing is more than your garden variety version and is really messing up your ability to control the system, Ctrl-Alt-Del is supposed to reboot you if you simply do it twice. I don't know if it's because my PCs don't like me doing that to them, but I have rarely had success rebooting through this method. What I've often been forced to do in hard crash situations like this is to reach behind the PC case and either hit the Power Supply Unit's off switch or physically pull the plug out of the back of the PSU. If you do take this drastic step, make sure to leave the power off for at least 15 seconds to "clear the capacitors" or whatever other inconceivable electronic mystery function occurs when a PC is denied electricity.
This very strange keyboard combination was designed by Dr. David Bradley, a designer of the original IBM PC, that common ancestor of today's entire personal computing ecosystem. Bradley originally designed Control-Alt-Escape to force the PC into a soft reboot, but he found that it became relatively easy to bump the left side of the keyboard and make the computer reboot unintentionally. Bradley changed the key combination to Control-Alt-Delete, which is next to impossible to hit without really meaning to. Unfortunately for this security feature, later keyboards duplicated the Ctrl and Alt keys on the right side making it possible to hit all three keys with one hand. Dr. Bradley's greatest quote is "I may have invented Control-Alt-Delete, but Bill Gates made it really famous" refers to the countless times that Bill has had to invoke Bradley's three fingered salute when introducing some feature of a new Windows OS in a flashy launch to the press and mercilessly crashing the demonstration system into the ground.
Don't fear Ctrl-Alt-Del as it is exceedingly rare that its use will cost you precious data. The three fingered salute can really be one of your best defenses!