There are several ways to uninstall them.
1) Open the market, then go to menu->my apps. You'll see a list of all your installed apps. Find the one you want to uninstall, and select it. On the top right, you'll see the uninstall button.
2) Another option is, from the homescreen, go to menu->settings->applications->manage applications. Find the app you want to remove under the "downloaded" tab. You can uninstall it from there, as well.