Had a Droid X for a week now and am enjoying. But need the Forum to figure out many things. Like how to shut down all the programs/apps that keep running even when I kill them.
Welcome to the forums! If you're using Advanced Task Killer, or something similar, you should stop using it and uninstall it. Froyo (Android 2.2) has a built-in task killer and using something like ATK only causes more problems.
You can go to the market to uninstall the app, or instead of dropping it in the trashcan, hold it above for a second or two and it will open a page asking if you'd like to uninstall the app.
The built-in task manager is always working. It decides what needs to be and what doesn't need to be running at the current state of the phone. You can go to Settings > Applications > Manage Applications to find your apps.