Many have asked the same question, there is a way through the settings to close them but it's tasking and boring, Advanced App Killer Free is what i use and it works amazingly well.
I have a question about closing apps. When I lauch the tast killer app it lists a lot more apps than in the application section under setting on the phone, why is this? And is the calander and other apps shown with task killer always running? Im kind of confused as to what is and isnt suppose to be running at all times...
settings/applications/running services, you have to to do 1 at a time so app killer is the way to go