You need to hit "close" (menu->close) for the program to actually end. If you just press end, it'll be the same as the Q.
Thankfully, blackberries are set up much better than Q's, so you don't need to go to your task manager every time you need to close something. Just hit alt + home key, and then hold the alt key to switch applications (and then press menu -> close).
A little sidenote: My Q9m used to drain mega battery if I had more than 3 programs going at once. Where as with my blackberry, I have like six-eight going at one time -- and no battery life problems.

I close out unneeded applications once every three weeks on bb.