When you close an application/software/program in a Windows Mobile 2003/5.0 by hitting the “X” in the corner, it does not really end or kill the application/software’s process in the background. You need to go to Start—>Settings—>System—->Memory—>Running Programs and manually end the task. tMan is 100kb freeware for Windows Mobile 2003/5.0 that adds a menu at the top of your mobile device screen that allows you to end a single or all programs running in the background.

Link- tMan