The default apps that came with your Android Phone are what is referred to as 'Locked In Apps'. These apps are usually placed on the phone by the service carrier before being shipped to stores, and cannot be removed.
If you mean the four apps at the bottom, those are editable and you can choose which apps are there. Open Applications, then hit the little gear icon in the top left, then long press and drag whichever app you'd like onto the bar at the bottom (I started using Handcent instead of the default Android Messaging - so this is where I did that).
If you're replacing the SMS app, you'll have to also tell your phone that your third party app is the default for messaging - I think Handcent has an option in its settings for this somewhere.