What device do you have? WM (at least 5 that I am used to) does not truly close apps....like your describing. So I wonder if you had another app that did that task, or you just did not have enough running to notice? If you need one, MagicButton is free, and does what you need and more!!
http://www.trancreative.com/mb.aspx
Coz is right as well....I forgot about trying that!!!!
P.S. Whats up with the new avatar Coz? I liked the old one LOL!!!