Hold down the Alt (Option)-Apple-Escape key combination to quit the frontmost application without saving any changes.
NOTE: Using the Force Quit command should be treated as a last resort before hitting the reset button. It certainly should not be used as the normal method of quitting an application. Constantly having to Force Quit an application points to that application's memory allocation being too low or its preferences being corrupt.
Once you press the Alt (Option)-Apple-Escape key combination, you should be prompted with a popup screen similar to the one below.
NOTE: Clicking either of the two options is very likely to freeze the Mac up entirely, particularly on older Macs. Force Quit works more reliably on OS 9 but is still far from perfect as even OS 9.1 doesn't run applications in protected memory. Hence, one application crashing often leads to the whole system falling over. OS X uses protected memory and does not suffer from this problem.
