- Open Steam and access your Games Library
- Right-click on Football Manager 2012 -> Properties -> General -> Set Launch Options
- Type this in the box: -small_screen -windowed
- Click on OK, close the window and launch FM12 through Steam
Right, ctrl+alt+delete (Task Manager), then terminate fm.exe or trying terminating steam.exe too. If it doesn't work, then I'm not sure what your problem is.
You could always uninstall it and not use Steam to boot the game up.