I want an app that allows me to pick which apps will run in the multiple tasking bar, and a way to turn apps off or to change how they either stay in the multiple tasking bar or ge removed once I close out of them?
If you're on iOS 3, use a combination of Backgrounder and ProSwitcher.
If you're on iOS 4, you can only use Backgrounder, which has no application switcher. None of the application switchers have been updated to work on iOS 4.