Related to the above

Know the difference between "Exit"ing an application and switching to something else. If you're in an app and choose the "Exit" softkey (or use the task-manager shortcut above) that will actually shut down that application, and take you to whatever you were doing before. But if you press the red end (hang-up) key to jump to the home screen, (or switch to another application,) the app stays running in the background.