how do I remove things from my bar at the bottom??

Removing items from the Dock

To remove an item from the Dock, drag its icon off the Dock onto the desktop; the icon will disappear in a poof of smoke. Don't worry, you didn't permanently remove the item from your computer; you simply got rid of its Dock icon. If you want that item back on the Dock, you can easily locate the application, file, or folder in the Finder, and drag it back into the Dock. Keep in mind that there are some icons that you can't remove, such as the Trash and the Finder.

http://support.apple.com/kb/HT2474

Best.

You have to quit the application.

Move the mouse pointer to the top of the desktop.

Right next to the Apple icon , name of the application will be shown.

Click on it. At the bottom of the drop down, you will see "Quit ......"

Click on it.

Application will quit and the icon in the Dock will vanish.

Mountain Lion.

You have to drag the icon in the Dock at least more than an inch on to the desktop make it disappear.