Kill a job that is running

I have a process that for some reason about once a week the Master doesnt know that it has finished running. I have checked the scheduler log and it shows that it finished running. I cant figure out why it didnt report to the master that it was running and second how do i kill it on the master? I tried going to the monitor and queue and selecting the job and using the kill button but it does nothing. The only way I can seem to get it to quit thinking its still running this process is by shutting down the Master agent.

Sorry I spoke to soon on the terminating the job. It just takes several minutes to actually kill the Job I assumed it woould change status or drop from the queue seconds after i killed it, It showed up in the Logs about 4 minutes later. In the past I had got frustrated and restarted the Master. I am still not sure why the job reports finished on the scheduler log and shows its still running on the master.

Please enable tracing options and take a look what master and agent are doing after job completion so you can figure out where these 4 minutes are actually spent.