There is no need to close apps. The OS will do that itself if it needs to. It seems you may not have fully understood how multitasking and the *Recently Used Apps* list works in iOS4.
Here's quick overview:
"Multitasking" in iOS4 works in 2 ways:
1) If the app uses iOS4's "Fast App Switching" then when you press the Home button, the app is frozen in memory, allowing you to switch back to it instantly via the *Recently Used Apps* list or Homescreen, and it will not have to reload and your position in the app will be remembered.
2) If the app uses one of the new iOS4 multitasking services (i.e. Background Audio, Background Location, Voice over IP or Task Completion), then when you press the Home button, those things will continue in the background, while you switch to and use another app.
When you double-press the Home button, you are showing a list of *Recently Used Apps* which can either be:
a) Completely not-running at all (mainly in the case of apps not yet updated for iOS4)
b) Frozen in memory, waiting to be instantly switched to
c) Performing one of the 4 multitasking processes in the background.
You do not need to concern yourself with removing (closing) every App from the *Recently Used Apps* list. If the OS needs to close an App to free up memory, it will do it itself.
Here's the relevant page from the iOS 4 manual:
