You misunderstand how Android works, but don't worry, a lot of people do. Android is completely unlike windows, in that it's VERY good at managing memory. The phone sees for example 1gb of ram, and it will fill it up with programs to cache them. When a program needs more memory, it will kill whatever it needs to free memory. Keep in mind, all these programs you see are NOT running, they are just cached, even though they are listed under "running applications." You don't need task killers, despite what many people say, they are uneducated on how android works. When you kill tasks, Android sees all that free memory, and will just open those apps back up, using MORE battery than if you would have just left it alone.
So don't worry that you see all those apps running, they arent, they are just cached.