How to close any application even if task manager unable to close
Task Manager > Process TAB > image name > right click > end process
You could try giving the taskkill command a shot:
taskkill /f /im program_name.exe
Although I believe it uses the same method to kill processes as Task Manager. Worth a shot though before reaching for the third party tools.
If you're interested in other programs, I've found that Sysinternals Process Explorer can sometimes kill things Task Manager can't. There is also a nifty tool called PsKill, which I've used to kill some processes that Task Manager wouldn't.
What processes are you trying to kill though? Windows will prevent you from killing certain services for stability reasons.
I can't remember the name of it but I used to have a Windows application that had something like 10 different ways to kill a process, including attaching a debugger and terminating it. Google search has failed me, however.