This question came to me when I witnessed a collegue's behaviour on an application freezing due to a large operation. And it's something I've certainly done myself.
An app freezes for more than a couple seconds and we start clicking at it. Repeatedly. Often in no particularly meaningful place, as if that is going to somehow "wake it up." Even more bizarrely, users who have learnt that all those clicks will queue up and fire off when the program responds again will specifically choose to click in an area that has no known interactive ability (like an empty part of the chrome).
So users are clicking when they know it will have no effect and in areas that they know has no function, in hope that it will bring their program back to life. We all do it. But why?
Also, it seems the longer a program stops responding, the more random actions we start to throw at it. After a few seconds, it's clicking. Soon after, its keyboard tapping (the spacebar seems a favourite; but conversely people seem reluctant to try the Enter/Return key). Then the Escape key in heavy rapid fire (power users may break out the Ctrl-Alt-Del or other combos at this point).
Until finally, we reach the guaranteed fix-all of unresponsive programs [citation needed]: kicking the tower.
Why do we do this?
EDIT Excellent answers all-round! Can only choose one accepted, but I've upvoted lots of others too.
Answer
I believe the reason users click repeatedly is because they are accustomed to anticipating an update every time they perform an action and the clicking allows to find out if there is an expected behavior from the app or at least some reaction which informs them about what they could do.
Also this funny image might give an answer :)
With regards to the space bar key,I think it has to do with the large size of the key (Fitts Law) and the ability to easily click it again and again in the hopes of getting a reaction. With regards to the enter key, it is generally used as an affordance to move to the next step and users might hope that repeated presses of the enter key will help get past this troublesome stage and load the next stage which is hopefully working.
Finally the escape key is pressed as it has become the denotation to escape from what the user is doing on the a computer or the close something and hence an attempt to escape from this situation. To quote this article which talks about the psychology of the escape key
The button dates to 1960 and was created by I.B.M. programmer Bob Bemer. It was intended to help programmers switch from one computer language to another. Later, the key evolved and literally became an escape tool: users now press it to stop what function they’re engaged in, no matter what operating systems and brands they’re using. The naming of the key was likely meant to suggest a sense of panic. I personally think the language is effective: it’s powerful and to the point, somewhat fanciful and a little dreamlike–and definitely not as alarming as a button that would scream “help!”
Also to quote this NY times article about the ESC key design
Why “escape”? Bemer could have used another word — say, “interrupt” — but he opted for “ESC,” a tiny monument to his own angst. Bemer was a worrier. In the 1970s, he began warning about the Y2K bug, explaining to Richard Nixon’s advisers the computer disaster that could occur in the year 2000. Today, with our relatively stable computers, few of us need the panic button. But Bob Frankston, a pioneering programmer, says he still uses the ESC key. “There’s something nice about having a get-me-the-hell-out-of-here key.”
Finally the control +alt+delete option might be used in an attempt to shut down the application and start afresh.
I believe the user's mind flows in this pattern
let me check if there is a reaction (click stage) --> let me try to get past this stage (enter key) --> let me kill this application at the local level (ESCkey stage) --> let me shut this application at the root level or computer level (control-alt-delete stage)
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