In bugs #564128 and #577441 it was complained that there is no indication whether a build is still running and that it is difficult to kill running builds. Maxim Ermilov made a quite cool patch that shows an animation while the build is running and shows an success/fail icon when the build finishes. It was also added that closing the message tab automatically kills the build because that’s most likely what you want. You can still kill the build without closing the message tab by using the tab’s popup-menu.
The patch is available in trunk and the gnome-2-26 branch and will be included in Anjuta 2.26.1.