How do I get rid of it?
What do you mean "it keeps trying to load"? Apps only load when you tap their icon. Is the app frozen?
If so, see: http://www.lifehacker.com.au/2012/04/how-to-force-quit-an-unresponsive-ios-app/
Or just reset the phone - press both home and power buttons for at least 10 seconds until the Apple logo appears.
Sorry, I meant it keeps trying to download on to my phone. It's grayed out and says waiting.. as in waiting to down load.
Retrieving data ...