It depends what you’re doing. If you’re running an alter table...add index command on an InnoDB table (not so sure about MyISAM), then it will just run and run as it copies the whole darn table lock-stock-and-barrel first: if it’s in the middle of “copy to temp table” then it’s pretty much unstoppable.
See here:
In most cases, ALTER TABLE works by
making a temporary copy of the
original table. The alteration is
performed on the copy, and then the
original table is deleted and the new
one is renamed. While ALTER TABLE is
executing, the original table is
readable by other sessions. Updates
and writes to the table are stalled
until the new table is ready, and then
are automatically redirected to the
new table without any failed updates.