When Windows leaves you hanging, we know just the tricks to pick up where we left off.
How to Force Quit Windows : Read more
How to Force Quit Windows : Read more
BTW, for a remote computer, you'd use CTRL+ALT+END.And if it's merely Explorer.exe that has hung or crashed and you've lost your taskbar and desktop, then likely none of this will work. Or if you are using remote desktop into a computer, then ALT+CTRL+DEL brings up your local computer, but not the remote one. However, CTRL+SHIFT+ESC has worked since Windows 3.x and will bring up the task manager even if Explorer.exe has crashed, and from there you can either end task or restart it or start a new task (such as a shutdown command as a last resort). I use this often when troubleshooting stuck computers for clients.
BTW, for a remote computer, you'd use CTRL+ALT+END.