Boy do I feel dumb. There it is right on the Tips & Tricks (Read First!) list. Maybe it should be called Read First AND Pay Attention
Someone should fix that list though because you only have to hold down the OK button. In fact, if I press Option and then OK nothing happens. I have hold down the OK button for a bit. Option seems to do nothing extra.
I'll check out the task managers too.
Thanks.
Follow up:
I got pBar and it works perfectly. It puts one little triangle in the top right corner of the Today page. From there you can exit applications, launch favorites, soft reset, and more handy things.