In Leopard, I used to click (and hold the mouse button down) on the Dock icon of the app that wasn't responding, and when the menu popped up I could click on "Force Quit."
In Snow Leopard it's a bit different. I actually haven't used it since I installed 10.6, but I assume it's in the same place: Click on the icon, go to Options and then I hope Force Quit should be there.