Sounds to me like you do not have the correct account/permissions to control Splunk.
Are you making sure you are using thecorrect user? - perhaps it was started with "sudo" permissions (on nix systems)..
If you really can't stop Splunk naturally, you could always try to force the services to stop. Unix/Linux you can use the kill command in conjunction with the relevant PID information, which can be obtained by using the following (FOR EXAMPLE):
ps -ef | grep -i splunk | grep -v grep
Or if you are using Windows you can find this by navigating to the "Windows Task Manager" and the "Processes" tab and find Splunkd and Splunkweb.
But this is obviously for last-resort situations... you should find out why your user can't control Splunk, for example speak to your SysAdmin.
NOTE: WHEN KILLING/STOPPING PROCESSES, ALL CARE MUST BE TAKEN AS THE WRONG PROCESS COULD HAVE SERIOUS IMPLICATIONS... if you are unsure contact your SysAdmin
Cheers.
