You should try the other alternatives first:
1. Restart the phone
2. Power down and pull the battery
If none of that helps then:
Menu button -> System settings -> Back up and reset -> Factory data reset
Be aware that this will erase all of the data on your phone! (The data on your SDCard is safe, but it's not a bad idea to remove it first just in case.) Your contacts should be safe if you sync with Google, but SMS/MMS, application data/game progress, pictures, etc will get nuked. So back up any of that you want to save first - there are various free/trial utilities that you can find if you look through the Google Play Store.
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