Hold down the button that you press to turn it on. 5-10 seconds will make it turn off.
Yeah, holding down the power button is not recommended but should take it down. Worst case scenario though, (seeing as how it's a laptop) you could just pull out the battery. Only do that as a last resort though. That'd only be if you wanted to just shut it down because it's frozen or something, not to shut it down each time. I'd scan the computer for spyware and viruses and that kinda thing because that's the only reason I can think of that would make it not wanna shut down.
Pulling the plug and battery is MUCH worse than holding down the button.
Holding down the button closes everything and shuts off. Any program or work you have open will not be saved. You will be fine.