What "running as a service" means
Services do things periodically, usually pretty often, like load your sms's and update your email, show something on your home screen as a widget, or know what time it is so your alarm clock goes off. In order to do what they do, they have to be running something, so they run in the background as services.
Try looking in the Market for Advanced Task Manager, or Close Everything. Both of these will close anything that's not needed as a service, but be warned, it'll shut downsome things, like Locale, Autolock, or Owner Info too unless you check them off as exceptions.