my iphone 4 is locked on one application and will not close or turn off my phone please help!

If you mean that the iphone froze in some random app you have ....the solution is easy .

Press and hold both Home Button and On/OFF button for about 15 seconds . The device should turn off and on again .

If not than please wait until the battery goes out and try the above step again whilst device is off .

Hope it helps 🙂