Click on the little apple logo at the top left and select "force quit".
Select the finder and click on relaunch.
It's not as bad as it sounds.
You're working with Unix not Windows.
If that doesn't work click on the launchpad icon and look around for an app that has started to download or isn't fully downloaded. The same icon will be under the app.
No you really should have opened another thread with an appropriate title, then people will look at it who may not bother looking at the original thread.