Some applications aren't ended completely when you return to the home screen. If you don't end them from the list of running applications, they keep running in the background which may slow down your phone.
Step 1 of 3
Press the Application key.
Step 2 of 3
To end one running application, slide your finger right on the required application.
Step 3 of 3
To end all running applications, press the end all applications icon.