Usually this won't matter because with the Android OS, it will usually keep all the stuff you close (internet, contacts, recently accessed menus etc) cached in it's RAM as a non active application until you happen to tab into it again, thus instantly loading.
Android is also smart enough to know since the application is inactive, if it's eating your memory, it will force-close these applications to free up memory for the new applications. ie, I'm running internet, close it, and my memory is up to 280mb, then try to run AngryBirds and it will close the Internet app + others if it has to.
So... usually not an issue, but if it does become an issue you can run a service/task killer app that will handle all nonactive apps and terminate them. Or you can just clear level 1+2 ram periodically and it will reset it back to default until it starts filling with crap again.