If you have Windows, press Ctrl+Alt+Delete to access the system menu. Click on task manager. You'll find Firefox in the list of running applications. Click on it and click end.

If you have a Mac, Click the Apple button (first one on the left of the menubar) and click Force Close. Find Firefox in the menu and click the Force Close button.

Hope this helped!

Are you saying that you can't close Firefox using File > Exit?

Or that Firefox crashes or closes all by itself?