The easiest way to do it is to right-click the app's icon on the Dock, then click the "Quit" button. The Santa hat should be gone now. If it isn't, check whether the "Allow automatic icon changes" ...
Ever felt frustrated by this? RudeWindowFixer is a small program that gets rid of known "Windows taskbar not always on top" bugs. Specifically, it works around proven bugs in the internal Windows ...
The problem might be with your keyboard. To verify this, connect another keyboard and observe the results. If the problem disappears, it might mean your keyboard is faulty or that its Caps Lock key ...