From a user perspective, I would be pretty ticked if I couldn't close an application if I wanted to. Personally, I would override the onClose() method to prompt the user: "Are you sure you want to close? Yes | No | Cancel."
Also, if you really want to prevent the user from closing the application, override the onClose method to always return false.
Handspring >> Palm >> BB Pearl >> BB Storm
I too need the same idea, that i have an icon When i am pressing the icon, i need to invoke an sms application which is running background. When i am exiting and later on coming bak , i need to keep the same screen alive , from where i exit.