I just hit ESCAPE (to stop the browser from trying to load the remainder).
Some browsers might have a "stop" button instead.
Just don't let it worry you, you cannot 'break' your PC, and if it is irritating, then all the easier to just stop it - it's probably unimportant anyway!
If you get a blank screen, afterwards, then there may be a problem with the HTML on the page. It might be worth trying with a different browser, and if that also "hangs" (with a "still loading" symbol) then it's likely to be the speed of connection or the website.
I have in the past seen Firefox (and before it, Netscape) show no page content, and still be 'waiting'. In those cases the page had been poorly written in HTML and bugs in Internet Explorer (or not being as strict on matching brackets, etc) meant the page would 'work' if using MS IE but not the other browsers.
Once saw a page created by a local web site 'designer' which showed a navigation menu on IE, but if viewed on Netscape showed none of the navigation information, because the code was missing some closing markers and Netscape sat there hoping to find them. Sometimes a browser like Firefox or NS will just 'choke' (on the rubbish page) and give an error message instead.