baltwo wrote:
And, if you didn't already know, that running program is the Finder.
Actually, that isn't true. You can quit Finder & the menu bar continues to appear. (Various utilities like TinkerTool allow you to add the "Quit" menu item to Finder, or you can kill it with an Applescript.)
I believe the menu bar is started by the "launchd" process & populated by various processes like WindowServer & Spotlight (mdworker), as well as the frontmost running application, but the point is the menu bar doesn't belong to any single application & is an integral part of the graphic user interface (GUI) of the OS.
It is not a "Finder bar" or part of the Desktop. You cannot remove it if you want to use the GUI, including the Desktop metaphor as a 'place' for HD's, the files & folders of the user Desktop folder, the Dock, or the menu bar to appear.
Various applications allow you to
hide the menu bar temporarily, like for showing full screen movies or to play some games, but there is no built-in, system-wide way to do this for all apps.