How do I stop a copy function to my external hard drive that is refusing to stop copying?

I was transferring a large file to my external hard drive to free up space on my computers hard drive. It was going to take too long to do all at once and I decided to start doing the movies individually but when I clicked on the stop icon for the file transfer, it has pretty much frozen. Any suggestions on what to do? I can't eject the hard drive due to it still being in use since the transfer will not stop.