You can close programs with a batchfile. Taskkill as Kevin Ar18 mentioned will do it. Taskkill is part of Windows XP Pro. If you use Home Edition you'll have to get something else. I like pskill from sysinternals.
Thanks for that info. I was wondering why I couldn't use it. I thought either Compaq didn't load it or it was only available with XP Pro (but none of the places said it was only XP Pro, so I thought that wasn't it).
Oh and thanks for the link... That should prove useful.