When you are running your android application in the emulator of Android, you always can stop it by closing the emulator. But I found a better way to do it.
1. On the top right side of Eclipse, you can see an icon with the symbol of Andoid and some character "DDMS". Press it.
You can do the same pressing:
Windows -> Open perspective -> Other... -> DDMS
2. In the Android view, on the left windows, you can see "Devices". There should be a list of applications that is running now (Emulator or physical devices).
Click on the application you want to close. Normally the name is the name of the package + the name of the application
3. Now click on the symbol of "Stop".
To come back to the normal view, you just have to press on the Java button on the top right side.
You can also do it pressing:
Windows -> Open perspective -> Other... -> Java
For your information, DDMS stands for Dalvik Debug Monitor Server. You can find more information here: