In the Close Program dialog box, click the program that you want to close, and then click End Task. "AnswersThatWork" has a comprehensive list of programs to guide you in which programs to start.
Before you install, uninstall or update any software, make sure you have a current backup of at least your critical documents and data. You can't afford to lose that. It's more likely that something will happen to your system (Windows mostly) though. It's a good idea to back your system up as well. The Windows XP System Restore function is an adequate alternative. It can take you back to a point before the time when the installation went bad.
A log of each program you install or uninstall can be invaluable if you run into a problem. You can easily create a Log file that automatically enters the date each time you open it. Open Notepad and create a text file with the single line ".LOG" (Without the quotes.) Be sure to include the lead off period. Close and save the file. Now when you open it, you will see the current date. You can then complete your log entry. Put a shortcut for the file somewhere where you can easily find it when you need it -- on the desktop for example.