mpicinch
In /yoursite.com/themes/garland/page.tpl.php
remove
Installed by <a href="http://www.simplescripts.com" title="One click Drupal installs and More">SimpleScripts</a>
from this line:
<div id="footer"><?php print $footer_message . $footer ?> Installed by <a href="http://www.simplescripts.com" title="One click Drupal installs and More">SimpleScripts</a></div>
The other themes probably are similarly set up.
Or you could just download and uncompress another theme from Drupal and install the theme at /yoursite.com/sites/all/themes/.
Do yourself a favor and make the changes in a copy of your preferred theme at the /sites/all/themes area.
Good luck.