To quit an app:
Press the main button on the front of your phone to go back to your home screen.
Press the button twice to pull up the list of all open apps. Swipe the app you want to quit up until it disappears from the row.
To force quit an app:
While in the app press and hold the top button until the red bar saying "Slide to shut off" shows - then press the main button on the front of the iPhone. Hold it until the app quits and you are brought back to your home screen.