After many smartalec comments that don't seem helpful at all ... "It's meant to be this way stop complaining" ... and such... I have my 2 penneth to add...
1: In the good old days of internet forums when someone had a problem they didn't know how to resolve, someone that did know would just tell them... no judgement... no "OMG NOOB" behaviour... just a simple answer. Why do so many feel the need to act like trolls all the time? It's making most forums useless hubs of mindless twaddle.
2: I don't know if you solved your problem but if it's what I think it is, this page might help:-
Switching between apps | Windows Phone How-to (United Kingdom)
It shows how to close background apps by holding the back button.
And if it's not that, my apologies, I'm pretty new to windows phones myself and there are plenty of foibles I have still to deal with!
... and plenty of forums full with people that only want to 'blow hot air' and not actually help another person out.
Have a good'un.