Uninstall apps locked by phone vendor I'm using a Samsung I9000 and I have some annoying apps that came pre installed by the phone vendor, like a music store, a custom web browser and other memory leaking apps.

Those crappy apps can't be uninstalled neither by Manage applications tool, nor by editing the apps tiles in the front menu.

I guess I have to be a root user or something to get rid of those apps, but I don't know how.
Yes, you have to be rooted.  To get rooted, see this question: How do I root my Android device?

One of the easiest ways to uninstall system apps after rooting is to use Titanium Backup.  You can just click an app and choose Uninstall.

Note: Be careful what you remove!  You might want to use Titanium to back them up before you remove them, in case it makes your phone unstable or stop working.

Also note that the bootloader may restore system apps on reboot.  If possible, unlock your bootloader; you may also need to install a custom ROM that's deodexed, or to edit the image that is restored by the bootloader.  That depends on your particular device, but with the SGS you should have no bootloader-related problems.