Killing long-running queries

My database is used primarily in an OLAP-type environment. Sometimes my
users get a little carried away and find some way to slip past the
sanity filters in the applications and end up bogging down the server
with queries that run for hours and hours. And, of course, what users
tend to do is to keep queuing up more queries when they don't see the
first one return instantly :)

So, I have been searching for a way to kill an individual query. I read
in the mailing list archives that you could 'kill' the pid. I've tried
this a few times and more than once, it has caused the postmaster to
die(!), terminating every query that was in process, even unrelated to
that query.

Is there some way I can just kill a query and not risk breaking
everything else when I do it?

Thanks