Can anyone explain why the progress windows stuck when there is no progress going on?
Even it is not closing on clicking the close button.
Performed some action, for eg - applied gaussian blur
It sound like you either have a Photoshop bug and Photoshop hangs. Or your machine is failing. Of there is a problem with you Photoshop's installation.
The first thing you should do is to reset all Photoshop Tools and your User ID Photoshop Preferences. See if that clears up you Photoshop hanging problems.
If Photoshop still hangs you need to provide more information.
Supply pertinent information for quicker answers