krabizon3, your shell implements something called job control. That is you can run things in the background while still being able to type new commands into the shell. The stopped jobs warning is reminding you that you have jobs stopped in the background. You can log out, and those jobs will be destroyed. If you want to see what they are, type "jobs" at your shell prompt. You will see a list of your jobs and whether they are running or stopped. To bring a job to the foreground type fg %<job number> and to run a stopped job in the background type bg %<job number>. To kill a background process you can do kill %<job number>.
Note that all of this assumes the bash shell.