The widgets around a window are not the same thing as what is inside the window. You can still click close or minimize on an unresponsive app because the app doesn't actively control that during execution. An app controls what's inside the window, and that's what will fail to be repainted when an app has become unresponsive.
For example, you've probably seen the following: app unresponsive, click the X to close it, system waits, tells you the program is unresponsive and offers to kill it. This is because Windows controls the X, and hitting the X made Windows try to invoke the method in every Windows app that's supposed to close it. Windows then offered to kill the app when it got no response from the close attempt.
I haven't played much with Microsoft's new display model, maybe it's different. My development learning time lately has been involved in learning OS X for desktop and iPhone/iPod Touch.
OS X will give you a spinning beach ball, and the Dock icon right-click and the menu bar will change from "Quit" to "Force Quit" (yes, the menus still work on an unresponsive app) to reflect what it'll do to the app if you click it.
What I am saying is that no program yet on Vista has frozen and not let me open another program over it, I used FF and Yahoo as two programs because frankly as far as programs go they are the two worst at freezing on my system and going whitescreen(or black as FF is want to do for some reason, I am hurting firefox’s fans feelings but it’s the truth, IE is slower overall though so that’s why I stick with FF. That was one of the key changes in Vista, besides the kernel, that MS enacted. They made it where windows explorer doesn’t get tied up with a non-responsive program allowing you to close the program without messing with explorer or to open another instance of the program or another program altogether without having it covered up by the non-responsive software. Whether other people have had the issue is not for me to say, I haven’t seen it or read about it, but there is a noticeable difference between XP and Vista on this.