I am a new Mac user and I too recently experienced this unpleasant phenomenon. I couldn't shut down the laptop as Safari was still running and I couldn't quit because it was greyed out.
I have a brand spanking new Macbook Pro i7 13" running Lion OS X v 10.7.2 and I was sadly not savvy with the 'force quit' method and so had little choice eventaully but to force my lovely machine to shut down by holding down the power button I have checked Safari in the Appllications window and 32 bit was not selected, so I know therfore that that will not be a solution for me, should this occur again. I'm watching with interest for any update/patch or whatever that fixes this bug, hope it's soon!
Pro, Mac OS X (10.7.2), Must b run in 64 bit, as unchecked
shutting down your mac by holding down the power button is ok. AppleCare has instructed me to do this before and they said it would cause no ill effects. Here are many methods to force quit: http://support.apple.com/kb/ht3411