i know about all those methods. when multitasking with the jailbreak apps you could pick and choose i guess that is not an option yet for ios 4.Double-tap home button.
HOLD an icon in the multitasking switcher.
When the icons begin to shake, press the red button near each icon to quit the application.
You don't have to use the switcher to keep an app running, nor will going home always kill the app. It's confusing, but each app has its own way of doing things =\