[Looks like I was too slow
]
To quit a program that has frozen click and hold the program's icon in the dock and then press option [alt] and select "Force Quit".
Also, I don't know why you would want to use Front Row to play music but display nothing. Just use iTunes and black screensaver? Maybe I just don't understand what you mean...
Putting computer to sleep, restarting, and turning off are quire simple tasks... just use the blue Apple logo in the menu bar on top.
Maybe you should just read the beginner's guide that came with your new iMac? I know I had some kind of tutorial bundled with my iMac G5.