i only have web sheild on i turn rest of the other crap off (outlook scanning etc) yet they still run even though their turned offthe memory from task manager is just the ram currently being used/working-set, and not the full vrirtual size, whcih is being taken from your paging file, and maybe much larger (process explorer shows them both)
Anyay do you find it drops back after a re-boot ? most of the shields are caching data about the files that have been accessed since the last re-boot, which have been 'checked-out' as clean, and the process size just builds up as you run things on your PC.