I have some really big application mixture of c# and j#.
Sometimes when I close it, there are some threads that are not closed and they are hanging in the task mana
This shouldn't be happening, and if it is, you're trying to address it the wrong way.
When your application exits, the .NET Framework will automatically kill any threads whose IsBackground property is set to "True". Designate each of your worker threads as background threads, and you won't have this problem anymore. Taking advantage of the BackgroundWorker class and the ThreadPool class, which automatically create background threads, is a much better option.
Otherwise, you need to clean up your foreground threads explicitly. A properly designed application will do its own bookkeeping and have a deterministic, structured way of ensuring that all its threads have been closed before exiting the Main method. This is what you should be doing anyway if your threads require a graceful termination.
Killing the process is a very bad idea, as is letting your threads run about willy-nilly in your application.