runs it as a background process. to close the shell, and keep the app up (assuming you are in X), type exit. Clicking the X in the corner terminates it..not what you want.
"Be conservative in what you send; be liberal in what you accept." -- Postel's Law
"tacos" -- Cactus' Law
"t̥͍͎̪̪͗a̴̻̩͈͚ͨc̠o̩̙͈ͫͅs͙͎̙͊ ͔͇̫̜t͎̳̀a̜̞̗ͩc̗͍͚o̲̯̿s̖̣̤̙͌ ̖̜̈ț̰̫͓ạ̪͖̳c̲͎͕̰̯̃̈o͉ͅs̪ͪ ̜̻̖̜͕" -- -̖͚̫̙̓-̺̠͇ͤ̃ ̜̪̜ͯZ͔̗̭̞ͪA̝͈̙͖̩L͉̠̺͓G̙̞̦͖O̳̗͍
As cactus said, if you put an ampersand ( & ) at the end of the command you're running, it'll run in the background.
If you've already run a program, but want to put it in the background, then focus the terminal you ran the program from, then type CTRL+Z (to suspend/"pause" the app) then on the command line, type:
> bg >
to start the app up again in the background. The console output will look something like this if you run XMMS and use the CTRL+Z trick:
$ xmms + Stopped xmms $ bg + xmms & $
The line that says "Stopped" will appear after you hit CTRL+Z.