Remove program from list of active apps When switching between running applications via Command-Tab one can see all of the currently running programs.

This is however somewhat cumbersome, for instance I don't want certain programs to be listed there, say Adium - I would rather click on the icon in dock to bring it up, since I need it not as often as other apps.

I guess the solution I am looking for is similar to the behavior apps minimized into Windows tray area - can I somehow have an app running on Mac Os, active in the dock but not in the list of switchable apps?

It should be possible from technical standpoint - there are windows which not registered in the Command-Tab list, for instance - Character/Keyboard Viewer.
This may not help you at all, but there a program called  Dockless that allows you to hide an application from the Dock. Unfortunately, I think it hides the menu bar too. Depending the exact situation, this may or may not work for you. Hope it helps though!