Issue with processes open for clients

Hi all , I have a question or a doubt, when I ran psql remotely it opens a process on the server, so I issue a query (select count(*) from 80millionsrowstable) then I can see that process taking cpu and mem from the server (using top), then I cancel the psql on the client, I expect to see that process gone but that is not the case it is still there! and taking resources!.

When I cancelled the query issued by the client is not supposed to eliminate the process open for him on the server?

The process stays hanging there?
why is that?.
Is there any parameter on postgresql or the operating system that can tune?
I am using mandriva linux free 2006
kernel 2.6.12
Postgresql 8.0.8
phpPgAdmin 4.0.1 (running in a web server whit php module 5.0.4)

Same thing using phpPgAdmin

Thanks in advance! I really aprecciate your help!