Only way to "kill" safely is trying to send a ctrl-c signal to a program, if it would make it to quit cleanly. This should work, for example, for Hollywood programs like your player.

You can do that from TaskManager by right-clicking the main process of a program and selecting "Break C". Or you can do that from the Shell too with Status/TaskList and Break commands.

But if a program has crashed/hanged, then there isn't a safe way to do anything, reboot is your friend. So, it's better to prefer well working programs or send bug reports to authors of broken programs.