Nokia :: How To Terminate / Cancel / Abort / Kill Application

I have withnessed applications in loops and did not find any other means to terminate them than to re-power the handset.The last time I was listening to a wma -music file loaded from the coms-with-music library when the player checked (and checked and checked) for the rights to use the music. It just kept playing but the checking never ended and locked the player. I'm sure that there must be some trick to terminate such an application without having to shutdown the phone.