Iphone message 'return to call' at the top of the screen won't go away

I was on the phone when I received a text message and the iphone had the green strip at the top that said 'touch to return to call' so I touched it and it returned to the call but now the green strip with the message won't go away. Any suggestions? Do I have to go on itunes and return the iphone to factory settings? Will I lose all of my data if I do? Any help would be greatly appreciated!

Basics from the manual are:
Restart.
Reset.
Restore.
Have you tried these?
http://support.apple.com/manuals/iphone/

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