Unless you are using a Mac, windows 3.1, or Windows NT, there is an other solution. at once, press contol + Alt + delete. It will open a window, showing all active programs. One, usually the hightlighted one, will be labled "Not Responding" there are three buttons on the window, End Task, Shut Down and Cancel
(Actually, now that i think about it, it might have different choices, since i did it with out a frozen machine.. but in any case, the choices might be wait and End Task but End Task is the one to push.

Select end task. Machine becomes un- frozen. sometimes the url even opens!