Syntax:
KILL [CONNECTION | QUERY] thread_id

Each connection to mysqld runs in a separate thread. You can see which
threads are running with the SHOW PROCESSLIST statement and kill a
thread with the KILL thread_id statement.

KILL allows the optional CONNECTION or QUERY modifier:

o KILL CONNECTION is the same as KILL with no modifier: It terminates
  the connection associated with the given thread_id.

o KILL QUERY terminates the statement that the connection is currently
  executing, but leaves the connection itself intact.

If you have the PROCESS privilege, you can see all threads. If you have
the SUPER privilege, you can kill all threads and statements.
Otherwise, you can see and kill only your own threads and statements.

You can also use the mysqladmin processlist and mysqladmin kill
commands to examine and kill threads.

*Note*: You cannot use KILL with the Embedded MySQL Server library,
because the embedded server merely runs inside the threads of the host
application. It does not create any connection threads of its own.

URL: http://dev.mysql.com/doc/refman/5.1/en/kill.html

