You hold down on the icon when the task switcher is open and then you will see a - on the icon show up and you click that to get it to quit completely. It essentially works the same way you delete an app, except you do it in the task switcher.
Although it's probably not necessary, you can close them with these steps:
1) bring up the recently opened apps by double clicking the home button.
2) press and hold any app along the bottom row.
3) press on the red - icon for the app you want to close.
I can see it ending up as a horizontal listing of apps. At some point you'll open up at least half of the apps and the user just ends up with them listed in the strip.