Task manager --> Processes --> iexplore.exe --> Right-click --> End Process. And obviously you should close all programs that may use parts of Internet Explorer (the sidebar, a live desktop, other widgets, specific folder vierws, MSN/ Skype etc.) properly in the first place.
Moving this discussion to the Installing Flash Player forum.
Easiest way: download the offline installer from http://helpx.adobe.com/content/help/en/flash-player/kb/installation-problems-flash-player- windows.html#main-pars_header and save it to disk, then close all browser windows and run the downloaded installer.