When you open an app on the iphone, it leaves the application open so you don't have to reopen it the next time you want to use it. This is a benefit of multitasking, one of the features of iOS4.
If too many apps are open, your iphone could suddenly shut down. You might also notice your battery draining faster than it used to. The more apps open on your iphone, the faster the battery drains.
Resolution: To resolve the problem, just tap the Home button two times quickly. The Multitask Bar pops up with a list of the open apps on your phone. Surprised, huh? You didn't realize you had that many apps open. To close the app, just press and hold the icon and a minus sign appears. Clicking on the minus sign will close the app.
I am now obsessed with keeping the apps closed on my phone.