On a BlackBerry, closing/exiting an application will often not release all the memory. There will usually be an option to clear cache, cookies, etc. You would need to do all this before closing each app. For instance, in BB browser on my 8830 you need to go to <menu - options - cache operations> and clear everything.
Some apps store all kinds of info in the memory. Below is an example (see screenshot) from Google Maps. To clear all the items you would need to hit <menu - help - reset google maps>
http://www.imgxc.com/fullimage/5N1boM.jpg
In some apps the option to clear cache is deeply buried in the menus. For example, in Bloomberg Mobile you need to go to <menu - about - menu - settings - clear cache>
Another method of clearing memory might be the battery pull. It should clear cache of all apps (this would need to be confirmed by some BB guru, I'm just guessing here).