MySQL Replication Error, can't stop slave
Which version of MySQL you have installed in your slave server?

This behaviour seems to be a bug fixed starting from MySQL 5.5.0

see MySQL 5.5.0 Changelog

in:


  Important Change: Replication: MyISAM transactions replicated to a
  transactional slave left the slave in an unstable condition. This was
  due to the fact that, when replicating from a nontransactional storage
  engine to a transactional engine with autocommit disabled, no BEGIN
  and COMMIT statements were written to the binary log; thus, on the
  slave, a never-ending transaction was started.
  
  The fix for this issue includes enforcing autocommit mode on the slave
  by replicating all autocommit=1 statements from the master. (Bug
  29288)


Bug details here: http://bugs.mysql.com/bug.php?id=29288

If it is, "simply" before upgrade your slave server, then you can plan an upgrade of the master.