You've started a process that will take a long time, and didn't specify nohup in front of it, and don't want your command to be terminated on logoff.
Press Ctrl + Z - this will suspend the job
Enter disown -h %xxx, where xxx is the job number you get after suspending the job
Execute bg to put the job in the background
Disconnect from the shell
More information about bash commands can be found here: http://linux.about.com/library/cmd/blcmdl1_disown.htm