First of all, welcome to BC !
Normally when an application says 'close all running programs' it means stop or turn off any applications you might have running - a game, MS Office, a browser, that sort of thing.
It does not normally mean turn off all the services that make your computer run, PCmover will need them itself. If PCmover does require more than the normal meaning of this expression, then the documentation either that came with it or in their on-line help files should give specific instructions as to what is to be turned off, and will probably explain how to do it.
If it does mean that at least some of the Windows services have to be turned off and doesn't explain how to do it, or you are still baffled, just post back for further clarification.