For some reason you cannot close the console window without closing Anim8or. Just leave it open... When the last line in the window starts with "exit script", the script execution is finished.
It is not usually possible to stop a running script. If the script execution takes too long, you have to wait or quit Anim8or. There are very few scripts that can be stopped, for example by creating an attribute with a specific name. See the header of each script file for a detailed information about its usage.
Some ASL scripts are very slow, especially when working with complex models. Slow scripts usually produce some output to the console window so you can see how fast it's going and you can guess how long it might take. However, this is not a general rule - the console window only shows you what the script author wanted you to see.
There are 2 good reasons to always save your file before running a script: you might have to quit Anim8or to abort the script and script operations cannot be undone.