Alex,
this is common when working hard in the framework. Kevin's tip to do the Cancel before Clear All is 1 of two tricks I use on a daily basis. The other one is if I'm debugging and fighting error messages I keep an eye on the app's File Menu... if there's stuff left open (forms/toolbars) and I still have the application's File Menu, I do an exit from there no matter how hard I crashed. Then do the clear all as soon as I hit the command window.

The advantage I found with using the File Menu - Exit whenever possible is VFP can typically only handle a few CANCEL/CLEA ALL issuances in one session and you get a lockup anyway.

Oh & btw... there's one more way this same scenario can bite you - the ominous "goapp cannot be found" error after hitting cancel from the debugger or an error messages. Same deal... File/Exit/Clear ALL or CANCEL/CLEAR ALL is needed. But on occaision the app will get so upset it lost track of it's goapp your not going to be close VFP without using task manager.