silly question probably

Go to the task manager, tap the right-hand tab. You should see a list of all currently running apps (as opposed to recently used ones you get on the initial, left tab).
Use the wheel to scroll down to the app you want to close (do not click the wheel, or tap the app's name on the screen as this will just switch to that app) and then tap the left softkey area marked "End". That should close the highlighted app.

so why do they remain open even after holding the back arrow which so the manual says closes them?
ive never used a sony before so not really clued up on how they work

I've never read the manual 😉

As far as I can tell holding the back button just switches back to the standby screen. It doesn't shut down the app. (it's the same behaviour the end call key used to have in S60 prior to the N70)

I think the UIQ philosophy is to make the phone UI and apps seamless in the sense that users shouldn't need to care if they are going from one app to another or simply from one view inside an app to another: If they prod something on the screen they get to a different screen, if they press back they go back where you came from. UIQ is supposed to take care of opening and closing apps as needed on your behalf (as documented in their application behaviour guide (PDF) for developers).