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An X Server is the program that displays graphics on your computer. You can't stop it, unless you want to run in console mode. Try reading www.xfree86.org and www.x.org for more. Please be more specific about your problem, otherwise we can't help you.
And, before you install the nVidia drivers from the nVidia site, check for a precompiled version for your distribution (What is your distribution?) in the repositories. It's usually easier to install from a repository that to recompile kernel modules from scratch. (Also, as an aside, the "raw" nVidia installation has a nasty habit of replacing some graphics libraries, which can break some applications, and the drivers in the repositories "work around" this by pointing nVidia to its own libraries, leaving the standard ones alone.)
nVidia also has a Readme file that you should read first. It guides you through all the steps of installing the driver, but essentially you log out of X, switch to a virtual terminal (ex. hit ctrl + alt + F5), log in as root, change to a runlevel where X does not run - on my distributions it's 3, so I run the command init 3, switch to the directory wherever you saved the nVidia driver, make the driver program executable by doing chmod +x NVIDIA-Linux-x86-1.0-8178-pkg1.run, then run it by doing ./NVIDIA-Linux-x86-1.0-8178-pkg1.run (of course fill in with the correct name of the driver that you downloaded). Just follow the installation program's instructions, then go back to the init level you were at before - maybe doing init 5, switch back to your X server and enjoy accelerated graphics.
Is your problem that X is not running, but the installer thinks it is, or that X is actually running and you do not know how to exit X? In the first case, please provide more details (it also helps to have the exact error messages). In the second case, you can exit X by killing your display manager or by doing "init 3" (which I would suggest). Gato Azul's post was pretty clear to this effect. Also, have you read the readme at http://download.nvidia.com/XFree86/L...DME/index.html ?