If you press and Hold the power off button for at least 5 seconds, that does attempt to closs down a little more tidily.
I have had to do that on a number of occasions on my old system when it had effectively locked up without any really harmful issues, yes on occasion it asked to do a chkdsk (that system was formatted to FAT32 more prone to file system errors, etc.), but again no lasting issues.
There are times when there are no other options than the power button, if you have to go down that rut press and hold for at least 5 seconds you will see that it is shutting down.
Firefox with NoScript will avoid javascript unless and untill you explicitly give permission for scripts to be run.
If you are using XP then I would also suggest running all web facing applications, browsers, email clients, etc. under DropMyRights or run your system on a limited user account as this limits the potential damage e.g. writing to system folders and creating registry entries outside user areas.
On Vista you have UAC and you are also running as a standard user without administrator rights until you elevate the level with the administrator password, etc. I don't use Vista so I don't know if DMR runs, is needed or works under Vista.