alt and f4 usually does the trick

Your computer may have been hijacked.  For information about pop-up windows,
how to get rid of them, and prevent them in the future have a look at the
link below:

http://www.mvps.org/inetexplorer/Darnit.htm#pop_up

A solution is to use the Alt-F4 keyboard combination, which closes any open
window on the Desktop, including individual browser windows. When you
realize the windows are proliferating, hold down the Alt key and press and
release the F4 key every time a new window opens. If you're quick enough,
you'll usually be able to stop the proliferation after four or five Alt-F4
combinations.

Or you can try a popup killer. While there are lots of free and pay for
popup programs around I recommend Naviscope from www.naviscope.com  You can
set it to block pop-up windows while the page is loading or block pop-up
windows completely. This little application has lots of other features too,
in addition it can block ads, cookies, backgrounds, blinking text,
Javascript, sounds, hide system information (user agent/OS), last web site
visited, traceroute, ping and much more.

You can test it's effectiveness here;
http://kephyr.sureshot.xaviermedia.net/popupkillertest/test/
Test your popup killer here with this easy step-by-step guide. The test will
take you about two minutes.
No popup blocker is perfect, but some are definitely better than others. Our
mission is to help you determine if you have downloaded a worthy pop-up
stopper.

alt + f4 will close the app, if you use ctrl + w , it will
close that window.  It has worked on all the pop-ups so
far.