I think when you set the homepage, it goes to the homepage on first opening of the default browser. After that, the browser just stays open and dormant until you re-open it. So.... it will go to your homepage only when you first open up the internet after you turn your phone on. I would recommend Dolphin as a replacement, because if you just hold the back button with Dolphin, it'll close the browser down and it's got a home button if you hit menu.