shut down a game that steam says is already running,I can't seem to get into it to shut t down..

new to computer ,so not sure what a thread is. my problem is that steam says that the game wasn't shut down so the app is running,and I should shut it down before leaving steam.
I tried to do some of the things they said on steam support and nothing happened. please help me shut that #### game down.
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More about shut game steam running shut
  1. any game? even if you reboot?
  2. exit steam and start it again,,if that doesnt work,,reboot your system
  3. Ctrl+Alt+Delete -> task manager -> processes -> find the process of the game you were playing -> right click -> end process
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