Maybe I'm misunderstanding you, but I don't think you want to do that. By turning of the return, you will lose flow. Your vacume will pickup debris and water and be filtered through your pump then filter and clean water should come out the return. If you close it, the water has no where to return to. I also don't think it is good for your pump or plumpin because it could build up too much pressure and do damage. -D

Sorry, I probably used the wrong wording here. The thing I called a return is actually a suction hole. It sucks water into the pump, just like the skimmer. I don't know the name for it. I have 2 other jets that return water to the pool. What would I call this?

I believe that the two jets that return the water back are called "returns". You know, one thing I remember when we first moved into our older house three years ago, and I too had no prior pool experience, was that I never emptied the strainer basket located on your pool pump. You have the skimmer basket, which, of course gets emptied frequently, but there is also a secondary line of defense to prevent your pump impeller from getting debris. Check the strainer basket at the pump, as it will lower your pressure greatly if it is full. Here is a glossery of pool terminology for people trying to make sense of it all:

Chemical and Water Definitions:

Acid Demand: A titration test used to determine proper amounts of acid needed to reach correct levels.
Balanced Water: Balanced water is the result when all of your chemical parameters are where they should be, and thus "balance" each other.
Base Demand: A titration test used to determine proper amounts of base (pH increaser) needed to reach correct levels.
BreakPoint Chlorination: When you shock your pool, the goal is to reach a high enough level of free chlorine, measured in ppm, to break apart molecular bonds, specifically the combined chlorine molecules. When breakpoint is reached with sufficient additions of chlorine everything in the pool is oxidized.
Chlorine: A gas that when added to water in any form acts as an oxidizer, sanitizer, disinfectant and all around biocidal agent.
Chlorine Demand: The quantity of free available chlorine removed during the process of sanitizing. The amount of organic and non-organic material contained in the water will "demand" a certain level of oxidizer to be destroyed.
Conditioner: Also called Cyanuric Acid (CYA) or stabilizer, this chemical provides a shield from the sun around the chlorine molecule.
Dirt Demand: The demand that your pool has for dirt. If you remove the dirt from the pool, you have created a dirt deficit, and the pool will actually suck dirt out of the air to maintain its dirt demand.
Ionizer: An ionizer is a device mounted on your return line, and through which water flowing will receive charged metal ions.
Non-Chlorine Shock: Used to oxidize materials such as microorganisms, contaminants or chloramines.
ppm: Parts per million.
Sanitizer: A chemical agent used to remove unwanted contaminants.
Scale: Usually whitish in color, it forms on pool surfaces and equipment when mineral salts are forced out of solution.
Shock: As a noun it loosely describes the products used in shocking, such as hypochlorites, potassium permonysulfate or hydrogen peroxide. As a verb it describes the act of bringing the sanitizer level up so high that breakpoint chlorination is reached.

Pool Structure and Equipment Definitions:

Automatic Pool Cleaner: A device which agitates or vacuum debris from the walls and floor of the pool.
Backfill: The repositioning of the soil after construction of a pool.
Backwash: The process of thoroughly cleaning the filter medium and/or elements by reversing the flow of water through the filter to waste.
Ball Valve: A device with a hollowed out ball inside which can be turned with an external handle to decrease or increase flow.
Blower: Plumbed into the spa return line, air is injected to produce fun bubbles and a hydrotherapy effect in the spa.
Booster Pump:Secondary to the filter pump, a booster pump is used to power an automatic pool cleaner, such as Polaris or Letro.
Conduit: A pipe, usually gray PVC or flexible PVC designed to carry wires from a source (i.e. time clock) to a load (i.e. pump motor).
Coping: The capstone on top of the bond beam which finishes the edge around a pool or spa. It may be precast concrete or brick. On vinyl liner pools pre-fab coping is usually part of an integrated system for the wall, vinyl liner and deck.

Covers:

Automatic covers: Solid, reinforced vinyl which rolls onto a reel on one end of the pool and attaches on the sides into small aluminum tracks. Can be motorized or hand crank. Some models may snap the sides into small anchors placed into the deck, providing more shape flexibility. Provides safety (with water pumped off), debris protection and heat/chemical/water retention.
Hard Covers: A cover which rests on the edge or coping of the spa or small pool. Provides a barrier to debris and possibly people, while keeping the heat trapped in.
Mesh Covers: These stretch tightly across the pool like a trampoline. The only covers which can be called safety covers in that the mesh polypropylene allows precipitation to pass through.
Solar Covers: Sometimes called a thermal blanket, this cover floats on the surface, magnifying the sun's rays to warm the water and also provide chemical/heat/water evaporation.
Solid Covers: These are usually made of some form of plastic or vinyl and are secured around the edges either by Aqua Bloks or similar weight or the edges attach to anchors set in the concrete or wood deck.
Winter Covers: A barrier to sun and debris, winter covers secure the pool from contamination. These are subdivided below.

Diverter Valve: Used in a twin-port skimmer, a diverter allows the operator to manipulate the amount of flow from the main drain and skimmer to the pump.
Effluent: The water that flows out of the pump, on its way through the filter, heating and treating equipment, and returning to the pool.
Filter: A device used to remove particles suspended in the water by pumping water through a porous substance or material.
Gas Valve: An electronic valve in the pool heater that directs gas flow from the meter to the pilot and the burner tray.
Gunite: A dry mixture of cement and sand mixed with water at the "gun"; hence the name. A gunite operator "shoots" the pool's rough shape, while finishers trowel after.
Heat Pump: The antithesis of the air conditioner, the heat pump's cooling coil removes heat from the air while the condenser coil transfers it to water cycling through it.
Jandy Valve: A brand name of a three way valve, which has simplified pool plumbing.
Jet Pump: Used in spas to provide additional thrust into the hydrotherapy jets.
Multiport Valve: A 4 or 6 position valve combining the functionality of several valves into one unit, revolutionizing pool plumbing. The five common functions are described below:

Filter: This is normal water flow through the filter, say, top to bottom. This is where the valve sits 99% of the time.
Backwash: When the pressure gauge indicates, you will need to backwash the filter. When the handle is turned to backwash, the flow through the filter is reversed. The effluent water (out of the filter) is directed to the waste line.
Rinse: After backwashing, it's a good idea to rinse for 15-20 seconds to remove any residual dirt that may "poof!" back into your pool after backwashing. Rinse flows through the water in filter fashion, say, top to bottom, but effluent is sent out the waste line.
Recirculate: This setting bypasses the filter, water coming into the multiport does a U-turn and heads back towards the pool. Used only when the filter is broken (at least it's circulating), or when adding specialty chemicals which specify using this setting.
Drain / Vacuum to waste: This useful setting allows you to vacuum up large volumes of debris that would either clog the filter or pass through it because of its small size. Dirt that is vacuumed passes right out the waste line. It is also the setting of choice when draining the pool or lowering the water level (if you didn't need to backwash, which also lowers the water level).

Skimmer: A surface skimmer is a plumbing fitting set at water level, containing a weir mechanism and a debris basket. The skimmer is part of the suction side circulation system.
Skimmer Basket: Beneath the lid, the basket strains debris, as the first line of defense in filtering the water.
Skimmer Net: Attached to a telescopic pole, a leaf rake is a very useful tool in keeping the pool clean. Also called a skimmer net are the flat, "dip and flip" nets, which aren't so useful.
Strainer Basket: The second line of defense is a basket at the pump. The holes in this are smaller than those in a skimmer basket, and prevent the pump impeller from clogging.
Test Kit: A test to determine the water balance in your pool.

Ross, thanks for all those definitions. That certainly helps me with some things. I especially like the "dirt demand":) But, I didn't see a name for my suction jet... Anyone know what I could call it? I once read something about a separate vacuum hookup. I wonder if that is what it is?

Also, when you normally vacuum, does the pressure in the filter drop when you close off the main drain? I don't have a main drain, but it is a similar thing. Thanks.

I believe it's called a "dedicated suction line/port" mainly used for the vacuum. As for the pressure dropping depending on how you turn that handle (mine has the word "vacuum" on it and an off position) I haven't really paid attention to this. When I'm not using the vacumm, I turn the handle to "off" position so everything goes through the main drains and skimmer. When I have my vacuum hooked up to this dedicated suction port, I adjust this handle about a little more than half way. This is determined by the separate pressure gauge that came with my new Pool Vac Ultra to indicate what the sufficient suction level is. Because the handle is not turned all the way there is still some suction going on at the skimmer and main drains. So what you're doing sounds about right.

I'm new also and am still trying to learn as well. I'm still very confused about how to use all that is on my equipment pad and how to test the water. I bought the Taylor K-2006 test kit and am still reading through it. There's so much to learn and do. I have yet to do a backwash because I'm somewhat intimidated by the whole process of it. But sooner or later I know I'm going to have to do it so until then I'll keep on reading what and how other people are doing things.