Another way to stop a program is the taskmanager. But I am not sure I should advice this, if you do not know what you're doing.
In general on windows xp and win 7, press control + alt + del, and then click task manager. See if you can find the piano /vst there. Then kill only that program from there.
Do NOT go randomly delete things there, of which you do not know what they are, there will be a lot things shown there of which I don't know either what they do, but Windows needs most of them, so you can't close those, unless you want your computer to crash.